+368.4%
STM vs BLDR
+392.3%
-23.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.4% |
| 7D | -7.9% | -1.1% | -6.8% | -7.9% |
| 30D | -14.1% | +19.1% | -33.2% | -18.0% |
| 3M | -17.6% | -12.6% | -5.0% | -16.0% |
| 6M | -24.2% | -18.7% | -5.5% | -22.0% |
| YTD | +73.3% | -38.8% | +112.1% | +88.9% |
| 1Y | +90.1% | -41.2% | +131.3% | +108.8% |
| 3Y | +10.3% | -49.4% | +59.7% | +22.5% |
| 5Y | -5.7% | -6.0% | +0.2% | -9.8% |
| 10Y | +444.1% | +523.1% | -79.0% | +243.0% |
| All | +368.4% | +392.3% | -23.9% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling