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  • STLD vs BLDR✓SelectedUSD · BLDRSTLD vs BLDR performance historyLatest closeAs of-0.72%09/08
Stock and ETF performance explorer

STLD vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,080.4%
BLDR return
+359.8%
Excess return
+720.6%
Maximum drawdown
-68.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D-0.7%-4.9%+4.2%+1.0%
7D+2.7%-0.3%+3.0%+2.7%
30D-8.4%-16.2%+7.8%-3.1%
3M-9.9%-14.4%+4.6%-6.7%
6M+33.0%-32.8%+65.8%+49.5%
YTD+42.6%-39.2%+81.8%+64.8%
1Y+80.8%-57.7%+138.4%+138.0%
3Y+143.4%-55.3%+198.7%+192.5%
5Y+293.4%+15.6%+277.8%+203.4%
10Y+1,080.4%+359.8%+720.6%+384.7%
All+1,080.4%+359.8%+720.6%+384.7%

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