-55.3%
BLDR vs SM
-2.8%
-52.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -5.3% |
| 7D | -0.3% | -0.2% | -0.2% | -0.4% |
| 30D | -16.2% | +31.5% | -47.7% | -19.0% |
| 3M | -14.4% | +17.3% | -31.8% | -16.4% |
| 6M | -32.8% | +48.5% | -81.3% | -39.1% |
| YTD | -39.2% | +106.3% | -145.4% | -50.0% |
| 1Y | -57.7% | +47.3% | -105.0% | -62.0% |
| 3Y | -55.3% | -1.4% | -53.8% | -58.2% |
| All | -55.3% | -2.8% | -52.5% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling