+516.1%
STT vs BLDR
+414.6%
+101.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.5% |
| 7D | +0.5% | -2.8% | +3.3% | +1.2% |
| 30D | +3.9% | -13.3% | +17.1% | +7.3% |
| 3M | +20.0% | -12.3% | +32.2% | +22.3% |
| 6M | +55.3% | -31.5% | +86.8% | +67.7% |
| YTD | +53.3% | -36.1% | +89.4% | +67.5% |
| 1Y | +74.7% | -54.1% | +128.8% | +106.5% |
| 3Y | +205.8% | -55.8% | +261.6% | +249.5% |
| 5Y | +145.0% | +20.7% | +124.3% | +109.4% |
| 10Y | +266.0% | +390.2% | -124.2% | +101.0% |
| All | +516.1% | +414.6% | +101.4% | +76.5% |
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 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