+657.6%
STM vs BLDR
+359.8%
+297.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +1.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -7.4% | -16.2% | +8.9% | -1.6% |
| 3M | -30.6% | -14.4% | -16.2% | -27.7% |
| 6M | +66.4% | -32.8% | +99.2% | +88.4% |
| YTD | +101.1% | -39.2% | +140.3% | +134.7% |
| 1Y | +97.4% | -57.7% | +155.1% | +161.8% |
| 3Y | +21.1% | -55.3% | +76.4% | +48.9% |
| 5Y | +22.5% | +15.6% | +6.9% | +0.5% |
| 10Y | +657.6% | +359.8% | +297.8% | +269.3% |
| All | +657.6% | +359.8% | +297.8% | +269.3% |
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 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