+68.4%
SAP vs BLDR
-50.7%
+119.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | +6.5% | +20.1% | -13.6% | +3.6% |
| 3M | +12.2% | -17.5% | +29.8% | +14.7% |
| 6M | +46.1% | -16.1% | +62.2% | +47.9% |
| YTD | -1.6% | -41.0% | +39.4% | +4.2% |
| 1Y | -5.1% | -41.6% | +36.5% | +0.5% |
| 3Y | +68.4% | -50.8% | +119.2% | +84.0% |
| All | +68.4% | -50.7% | +119.1% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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