-58.4%
BLDR vs SCCO
+178.0%
-236.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.3% | -1.5% |
| 7D | -8.1% | -2.7% | -5.4% | -7.4% |
| 30D | -21.5% | -0.2% | -21.3% | -21.8% |
| 3M | -21.0% | +17.8% | -38.7% | -26.4% |
| 6M | -37.1% | +2.3% | -39.3% | -38.9% |
| YTD | -42.7% | +41.6% | -84.3% | -51.9% |
| 1Y | -58.0% | +101.9% | -159.8% | -69.6% |
| All | -58.4% | +178.0% | -236.4% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling