+203.1%
STT vs BLDR
+518.5%
-315.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +0.4% | -10.3% | +10.7% | +3.6% |
| 30D | -0.4% | +19.6% | -20.0% | -6.4% |
| 3M | -6.5% | -17.0% | +10.5% | -2.4% |
| 6M | +17.2% | -16.7% | +33.9% | +20.2% |
| YTD | +38.2% | -39.4% | +77.6% | +54.3% |
| 1Y | +49.3% | -41.7% | +91.0% | +68.1% |
| 3Y | +181.9% | -49.9% | +231.8% | +212.4% |
| 5Y | +106.9% | -7.6% | +114.5% | +75.3% |
| 10Y | +203.1% | +502.3% | -299.2% | +27.5% |
| All | +203.1% | +518.5% | -315.3% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling