+911.3%
BLDR vs SFM
+48.8%
+862.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -3.0% | +6.0% | -9.0% | -3.9% |
| 30D | +20.1% | -19.5% | +39.6% | +23.4% |
| 3M | -17.5% | -37.0% | +19.5% | -11.5% |
| 6M | -16.1% | -41.0% | +24.9% | -9.5% |
| YTD | -41.0% | -34.6% | -6.4% | -38.2% |
| 1Y | -41.6% | -36.3% | -5.3% | -38.5% |
| 3Y | -50.8% | +24.5% | -75.4% | -56.1% |
| 5Y | -10.8% | +115.9% | -126.6% | -31.1% |
| 10Y | +486.3% | +139.5% | +346.8% | +318.9% |
| All | +911.3% | +48.8% | +862.6% | +691.0% |
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