+446.4%
STM vs BLDR
+414.6%
+31.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.3% |
| 7D | +5.8% | -2.8% | +8.6% | +6.4% |
| 30D | -1.0% | -13.3% | +12.3% | +1.9% |
| 3M | -33.3% | -12.3% | -21.0% | -31.8% |
| 6M | +57.4% | -31.5% | +88.8% | +69.3% |
| YTD | +102.2% | -36.1% | +138.2% | +120.0% |
| 1Y | +99.6% | -54.1% | +153.7% | +132.6% |
| 3Y | +14.5% | -55.8% | +70.3% | +31.5% |
| 5Y | +21.4% | +20.7% | +0.6% | +11.1% |
| 10Y | +695.0% | +390.2% | +304.7% | +424.4% |
| All | +446.4% | +414.6% | +31.8% | +160.3% |
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 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