+21.7%
STM vs BLDR
-53.1%
+74.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.0% |
| 7D | +5.8% | -2.8% | +8.6% | +6.7% |
| 30D | -1.0% | -13.3% | +12.3% | +3.4% |
| 3M | -33.3% | -12.3% | -21.0% | -31.1% |
| 6M | +57.4% | -31.5% | +88.8% | +75.8% |
| YTD | +102.2% | -36.1% | +138.2% | +129.7% |
| 1Y | +99.6% | -54.1% | +153.7% | +153.6% |
| All | +21.7% | -53.1% | +74.7% | +40.4% |
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