+174.0%
SITM vs BLDR
+7.7%
+166.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.9% | +6.0% | +4.1% |
| 7D | +4.8% | -8.1% | +13.0% | +9.4% |
| 30D | -9.7% | -21.5% | +11.8% | +1.4% |
| 3M | -9.3% | -21.0% | +11.6% | -1.1% |
| 6M | +69.5% | -37.1% | +106.6% | +108.2% |
| YTD | +70.5% | -42.7% | +113.2% | +114.4% |
| 1Y | +145.3% | -58.0% | +203.2% | +268.2% |
| 3Y | +432.8% | -57.8% | +490.6% | +605.4% |
| 5Y | +174.0% | +10.3% | +163.7% | +67.9% |
| All | +174.0% | +7.7% | +166.3% | +67.9% |
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