-45.6%
BLDR vs SM
-14.2%
-31.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +5.7% |
| 7D | -2.7% | -22.3% | +19.5% | -0.9% |
| 30D | +24.8% | -21.4% | +46.2% | +26.8% |
| 3M | -11.7% | +1.4% | -13.0% | -13.3% |
| 6M | -14.8% | +0.1% | -14.9% | -17.7% |
| YTD | -35.9% | +59.0% | -94.8% | -47.2% |
| 1Y | -39.7% | +64.3% | -104.1% | -51.0% |
| 3Y | -45.6% | -13.1% | -32.4% | -50.1% |
| All | -45.6% | -14.2% | -31.4% | -50.1% |
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