+948.8%
BLDR vs SFM
+39.6%
+909.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.4% |
| 7D | -1.1% | -6.9% | +5.8% | +0.2% |
| 30D | +19.1% | -25.0% | +44.0% | +23.9% |
| 3M | -12.6% | -42.7% | +30.2% | -4.7% |
| 6M | -18.7% | -41.0% | +22.3% | -12.5% |
| YTD | -38.8% | -38.7% | -0.2% | -35.2% |
| 1Y | -41.2% | -38.1% | -3.1% | -37.9% |
| 3Y | -49.4% | +19.3% | -68.7% | -54.5% |
| 5Y | -6.0% | +103.1% | -109.1% | -26.6% |
| 10Y | +523.1% | +131.1% | +392.0% | +347.2% |
| All | +948.8% | +39.6% | +909.2% | +729.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling