+502.3%
BLDR vs SFM
+140.8%
+361.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.5% |
| 7D | -10.3% | -7.1% | -3.2% | -9.3% |
| 30D | +19.6% | -21.4% | +41.0% | +22.9% |
| 3M | -17.0% | -40.1% | +23.1% | -10.9% |
| 6M | -16.7% | -38.0% | +21.3% | -11.7% |
| YTD | -39.4% | -36.5% | -2.9% | -36.5% |
| 1Y | -41.7% | -35.2% | -6.5% | -39.2% |
| 3Y | -49.9% | +23.5% | -73.3% | -54.9% |
| 5Y | -7.6% | +109.7% | -117.3% | -27.1% |
| 10Y | +502.3% | +132.6% | +369.8% | +351.6% |
| All | +502.3% | +140.8% | +361.6% | +351.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling