+4,789.7%
SITM vs BLDR
+138.2%
+4,651.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.2% | +4.4% |
| 7D | +3.9% | -8.2% | +12.1% | +8.0% |
| 30D | -6.6% | -16.6% | +10.0% | +1.1% |
| 3M | -11.9% | -23.2% | +11.3% | -3.2% |
| 6M | +81.1% | -33.7% | +114.9% | +112.8% |
| YTD | +80.0% | -41.3% | +121.3% | +119.4% |
| 1Y | +145.8% | -58.8% | +204.6% | +255.8% |
| 3Y | +475.9% | -57.5% | +533.3% | +666.1% |
| 5Y | +189.2% | +12.9% | +176.3% | +131.6% |
| All | +4,789.7% | +138.2% | +4,651.5% | +2,684.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling