+4.9%
STM vs BLDR
-50.4%
+55.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.5% | +8.9% | +5.8% |
| 7D | -10.7% | -3.7% | -7.1% | -10.1% |
| 30D | -25.7% | +16.8% | -42.5% | -30.0% |
| 3M | -21.6% | -13.7% | -7.8% | -18.7% |
| 6M | -27.8% | -21.9% | -5.9% | -23.5% |
| YTD | +61.8% | -39.2% | +101.0% | +84.9% |
| 1Y | +78.1% | -42.6% | +120.7% | +107.3% |
| 3Y | +4.9% | -50.2% | +55.1% | +19.7% |
| All | +4.9% | -50.4% | +55.3% | +19.7% |
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