+143.4%
STLD vs BLDR
-54.9%
+198.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.7% |
| 30D | -8.4% | -16.2% | +7.8% | -4.7% |
| 3M | -9.9% | -14.4% | +4.6% | -7.6% |
| 6M | +33.0% | -32.8% | +65.8% | +45.0% |
| YTD | +42.6% | -39.2% | +81.8% | +58.9% |
| 1Y | +80.8% | -57.7% | +138.4% | +121.8% |
| 3Y | +143.4% | -55.3% | +198.7% | +178.7% |
| All | +143.4% | -54.9% | +198.3% | +178.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling