+56.4%
SAP vs BLDR
+20.2%
+36.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | -2.9% | -2.8% | -0.1% | -2.3% |
| 30D | +9.0% | -13.3% | +22.3% | +12.0% |
| 3M | +14.9% | -12.3% | +27.2% | +16.9% |
| 6M | +11.9% | -31.5% | +43.4% | +19.3% |
| YTD | -9.9% | -36.1% | +26.2% | -3.1% |
| 1Y | -19.5% | -54.1% | +34.5% | -7.4% |
| 3Y | +61.8% | -55.8% | +117.6% | +78.2% |
| All | +56.4% | +20.2% | +36.2% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling