+453.8%
STT vs BLDR
+370.3%
+83.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.6% |
| 7D | +5.1% | -8.2% | +13.3% | +7.3% |
| 30D | -0.2% | +16.3% | -16.5% | -4.7% |
| 3M | -8.1% | -17.0% | +8.8% | -4.8% |
| 6M | +16.6% | -17.4% | +34.0% | +19.5% |
| YTD | +37.8% | -41.6% | +79.4% | +52.7% |
| 1Y | +46.8% | -43.5% | +90.3% | +63.6% |
| 3Y | +181.2% | -51.6% | +232.8% | +212.6% |
| 5Y | +105.1% | -11.6% | +116.7% | +88.6% |
| 10Y | +202.3% | +480.9% | -278.6% | +58.7% |
| All | +453.8% | +370.3% | +83.5% | +60.9% |
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