+376.5%
BLDR vs SNY
+64.5%
+312.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -8.2% | -3.3% | -4.9% | -6.8% |
| 30D | -16.6% | -2.2% | -14.5% | -15.8% |
| 3M | -23.2% | -3.0% | -20.1% | -22.1% |
| 6M | -33.7% | +2.7% | -36.5% | -34.5% |
| YTD | -41.3% | -6.8% | -34.5% | -39.5% |
| 1Y | -58.8% | -5.3% | -53.5% | -57.8% |
| 3Y | -57.5% | -9.8% | -47.7% | -57.0% |
| 5Y | +12.9% | +9.7% | +3.2% | -0.1% |
| All | +376.5% | +64.5% | +312.0% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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