+200.7%
STT vs BLDR
-54.9%
+255.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.3% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +3.9% | -16.2% | +20.1% | +7.1% |
| 3M | +19.2% | -14.4% | +33.6% | +21.3% |
| 6M | +60.4% | -32.8% | +93.2% | +71.0% |
| YTD | +51.5% | -39.2% | +90.6% | +64.1% |
| 1Y | +76.3% | -57.7% | +134.0% | +106.4% |
| 3Y | +200.7% | -55.3% | +256.0% | +230.3% |
| All | +200.7% | -54.9% | +255.6% | +230.3% |
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