-55.3%
BLDR vs SFM
+96.9%
-152.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -4.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.3% |
| 30D | -16.2% | -11.4% | -4.9% | -15.2% |
| 3M | -14.4% | -12.2% | -2.2% | -13.4% |
| 6M | -32.8% | -5.2% | -27.6% | -32.8% |
| YTD | -39.2% | -4.5% | -34.7% | -39.3% |
| 1Y | -57.7% | -45.4% | -12.3% | -53.5% |
| 3Y | -55.3% | +91.1% | -146.4% | -61.5% |
| All | -55.3% | +96.9% | -152.1% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling