-6.0%
BLDR vs SFM
+100.9%
-106.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | -1.1% | -6.9% | +5.8% | -0.1% |
| 30D | +19.1% | -25.0% | +44.0% | +22.5% |
| 3M | -12.6% | -42.7% | +30.2% | -6.7% |
| 6M | -18.7% | -41.0% | +22.3% | -14.0% |
| YTD | -38.8% | -38.7% | -0.2% | -36.1% |
| 1Y | -41.2% | -38.1% | -3.1% | -38.7% |
| 3Y | -49.4% | +19.3% | -68.7% | -54.5% |
| 5Y | -6.0% | +103.1% | -109.1% | -27.8% |
| All | -6.0% | +100.9% | -106.9% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling