+266.4%
STT vs BLDR
+357.1%
-90.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +1.0% | -2.7% | +3.7% | +1.8% |
| 30D | +2.8% | -14.7% | +17.5% | +7.4% |
| 3M | +18.1% | -20.8% | +39.0% | +24.6% |
| 6M | +59.2% | -35.3% | +94.6% | +77.3% |
| YTD | +51.5% | -40.3% | +91.8% | +71.5% |
| 1Y | +75.7% | -56.3% | +132.0% | +117.9% |
| 3Y | +200.8% | -56.1% | +256.9% | +250.0% |
| 5Y | +155.8% | +12.9% | +142.9% | +104.2% |
| 10Y | +266.4% | +386.5% | -120.1% | +65.4% |
| All | +266.4% | +357.1% | -90.7% | +65.4% |
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 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