+338.5%
BLDR vs SM
+57.0%
+281.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.5% | -4.1% |
| 7D | -8.1% | +2.1% | -10.3% | -8.7% |
| 30D | -21.5% | +18.1% | -39.6% | -25.1% |
| 3M | -21.0% | +17.0% | -38.0% | -25.7% |
| 6M | -37.1% | +55.4% | -92.5% | -46.5% |
| YTD | -42.7% | +108.6% | -151.2% | -55.3% |
| 1Y | -58.0% | +45.7% | -103.6% | -64.1% |
| 3Y | -57.8% | -0.3% | -57.5% | -61.8% |
| 5Y | +10.3% | +113.0% | -102.8% | -24.5% |
| 10Y | +367.3% | +21.0% | +346.3% | +103.8% |
| All | +338.5% | +57.0% | +281.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling