+16.7%
STM vs BLDR
-50.7%
+67.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | +12.0% | -3.0% | +15.0% | +13.0% |
| 30D | -0.4% | +20.1% | -20.5% | -7.1% |
| 3M | -13.2% | -17.5% | +4.3% | -8.8% |
| 6M | -26.1% | -16.1% | -10.0% | -23.7% |
| YTD | +81.2% | -41.0% | +122.2% | +108.8% |
| 1Y | +98.3% | -41.6% | +139.9% | +128.7% |
| 3Y | +16.7% | -50.8% | +67.5% | +36.3% |
| All | +16.7% | -50.7% | +67.4% | +36.3% |
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 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