+73.2%
SAP vs BLDR
-47.3%
+120.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +0.9% |
| 7D | +1.6% | -2.7% | +4.4% | +1.9% |
| 30D | +10.5% | +24.8% | -14.3% | +6.9% |
| 3M | +15.2% | -11.7% | +26.8% | +16.6% |
| 6M | +36.7% | -14.8% | +51.5% | +38.2% |
| YTD | -0.6% | -35.9% | +35.3% | +4.2% |
| 1Y | -4.1% | -39.7% | +35.6% | +1.2% |
| 3Y | +73.2% | -45.6% | +118.8% | +86.0% |
| All | +73.2% | -47.3% | +120.6% | +86.0% |
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