+15.6%
BLDR vs SBAC
-43.9%
+59.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | -16.2% | +3.2% | -19.5% | -17.1% |
| 3M | -14.4% | -5.1% | -9.4% | -13.3% |
| 6M | -32.8% | -2.1% | -30.7% | -33.2% |
| YTD | -39.2% | -0.5% | -38.7% | -40.1% |
| 1Y | -57.7% | +1.1% | -58.8% | -58.7% |
| 3Y | -55.3% | -7.4% | -47.8% | -55.7% |
| 5Y | +15.6% | -44.3% | +59.9% | +38.8% |
| All | +15.6% | -43.9% | +59.6% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling