+4,507.3%
SITM vs BLDR
+147.0%
+4,360.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.7% | +0.1% |
| 7D | +8.4% | -0.3% | +8.7% | +8.6% |
| 30D | -17.4% | -16.2% | -1.2% | -11.0% |
| 3M | -9.8% | -14.4% | +4.6% | -6.1% |
| 6M | +83.0% | -32.8% | +115.8% | +113.8% |
| YTD | +69.6% | -39.2% | +108.8% | +103.3% |
| 1Y | +144.9% | -57.7% | +202.6% | +250.0% |
| 3Y | +429.9% | -55.3% | +485.1% | +588.1% |
| 5Y | +169.2% | +15.6% | +153.6% | +113.1% |
| All | +4,507.3% | +147.0% | +4,360.3% | +2,481.3% |
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