+389.2%
BLDR vs SBAC
+1,514.0%
-1,124.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +3.2% |
| 7D | -2.8% | -0.8% | -2.1% | -2.4% |
| 30D | -13.3% | +6.9% | -20.2% | -16.9% |
| 3M | -12.3% | -8.2% | -4.0% | -8.9% |
| 6M | -31.5% | -1.6% | -29.8% | -33.8% |
| YTD | -36.1% | -0.1% | -35.9% | -39.2% |
| 1Y | -54.1% | -0.5% | -53.6% | -56.4% |
| 3Y | -55.8% | -9.1% | -46.7% | -57.2% |
| 5Y | +20.7% | -43.8% | +64.5% | +53.9% |
| 10Y | +390.2% | +80.5% | +309.7% | +147.8% |
| All | +389.2% | +1,514.0% | -1,124.8% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling