-46.8%
STZ vs BLDR
-55.3%
+8.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -1.9% | -2.8% | +0.9% | -1.5% |
| 30D | -1.9% | -13.3% | +11.4% | +0.4% |
| 3M | -6.2% | -12.3% | +6.0% | -4.7% |
| 6M | -14.0% | -31.5% | +17.5% | -9.2% |
| YTD | -5.1% | -36.1% | +30.9% | +1.3% |
| 1Y | -9.6% | -54.1% | +44.5% | +1.6% |
| All | -46.8% | -55.3% | +8.5% | -43.8% |
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