+390.5%
BLDR vs SM
+19.6%
+370.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.2% |
| 7D | -2.7% | -22.3% | +19.5% | +3.0% |
| 30D | +24.8% | -21.4% | +46.2% | +31.3% |
| 3M | -11.7% | +1.4% | -13.0% | -13.8% |
| 6M | -14.8% | +0.1% | -14.9% | -18.5% |
| YTD | -35.9% | +59.0% | -94.8% | -47.1% |
| 1Y | -39.7% | +64.3% | -104.1% | -50.9% |
| 3Y | -45.6% | -13.1% | -32.4% | -49.4% |
| 5Y | -2.5% | -13.9% | +11.3% | -15.5% |
| 10Y | +597.4% | +1.7% | +595.7% | +213.0% |
| All | +390.5% | +19.6% | +370.9% | +11.7% |
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