+782.2%
STLD vs BLDR
+602.6%
+179.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +0.2% |
| 7D | -9.7% | -2.7% | -6.9% | -9.1% |
| 30D | -4.5% | +24.8% | -29.4% | -12.8% |
| 3M | -13.1% | -11.7% | -1.4% | -10.9% |
| 6M | -2.8% | -14.8% | +12.0% | -0.6% |
| YTD | +35.3% | -35.9% | +71.2% | +51.6% |
| 1Y | +51.4% | -39.7% | +91.1% | +73.0% |
| 3Y | +117.9% | -45.6% | +163.5% | +140.6% |
| 5Y | +272.6% | -2.5% | +275.1% | +204.9% |
| 10Y | +782.2% | +597.4% | +184.8% | +212.6% |
| All | +782.2% | +602.6% | +179.6% | +212.6% |
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