+386.5%
BLDR vs SM
+16.0%
+370.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -14.7% | +20.3% | -35.0% | -17.6% |
| 3M | -20.8% | +22.9% | -43.7% | -24.7% |
| 6M | -35.3% | +47.8% | -83.2% | -41.5% |
| YTD | -40.3% | +107.5% | -147.8% | -49.5% |
| 1Y | -56.3% | +51.7% | -108.0% | -61.0% |
| 3Y | -56.1% | -0.9% | -55.3% | -58.7% |
| 5Y | +12.9% | +112.2% | -99.3% | -10.7% |
| 10Y | +386.5% | +20.3% | +366.1% | +167.9% |
| All | +386.5% | +16.0% | +370.5% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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