+598.4%
SAP vs BLDR
+414.6%
+183.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | -2.9% | -2.8% | -0.1% | -2.5% |
| 30D | +9.0% | -13.3% | +22.3% | +11.1% |
| 3M | +14.9% | -12.3% | +27.2% | +16.4% |
| 6M | +11.9% | -31.5% | +43.4% | +16.8% |
| YTD | -9.9% | -36.1% | +26.2% | -5.3% |
| 1Y | -19.5% | -54.1% | +34.5% | -11.8% |
| 3Y | +61.8% | -55.8% | +117.6% | +74.2% |
| 5Y | +56.2% | +20.7% | +35.4% | +44.4% |
| 10Y | +180.6% | +390.2% | -209.6% | +105.1% |
| All | +598.4% | +414.6% | +183.8% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling