+422.5%
STM vs BLDR
+602.6%
-180.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +4.8% |
| 7D | -5.6% | -2.7% | -2.8% | -5.0% |
| 30D | -14.4% | +24.8% | -39.3% | -22.1% |
| 3M | -20.5% | -11.7% | -8.8% | -18.2% |
| 6M | -24.5% | -14.8% | -9.7% | -22.3% |
| YTD | +72.7% | -35.9% | +108.6% | +95.2% |
| 1Y | +91.0% | -39.7% | +130.7% | +120.3% |
| 3Y | +13.5% | -45.6% | +59.1% | +28.5% |
| 5Y | -9.2% | -2.5% | -6.7% | -21.8% |
| 10Y | +422.5% | +597.4% | -174.8% | +131.2% |
| All | +422.5% | +602.6% | -180.0% | +131.2% |
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