+5,639.1%
STLD vs BLDR
+414.6%
+5,224.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.3% |
| 7D | +3.1% | -2.8% | +6.0% | +3.9% |
| 30D | -9.0% | -13.3% | +4.3% | -5.9% |
| 3M | -12.4% | -12.3% | -0.1% | -10.5% |
| 6M | +25.5% | -31.5% | +57.0% | +36.4% |
| YTD | +43.6% | -36.1% | +79.7% | +58.1% |
| 1Y | +87.2% | -54.1% | +141.3% | +124.4% |
| 3Y | +135.2% | -55.8% | +191.0% | +173.3% |
| 5Y | +290.9% | +20.7% | +270.1% | +237.5% |
| 10Y | +1,113.5% | +390.2% | +723.2% | +581.7% |
| All | +5,639.1% | +414.6% | +5,224.4% | +1,848.6% |
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 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