-35.8%
STZ vs BLDR
-48.1%
+12.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.1% | +0.4% |
| 7D | +11.8% | +3.9% | +7.9% | +11.0% |
| 30D | +26.0% | +16.5% | +9.5% | +22.5% |
| 3M | +11.5% | -13.7% | +25.2% | +13.8% |
| 6M | -2.0% | -12.2% | +10.2% | -0.9% |
| YTD | +7.9% | -36.3% | +44.2% | +14.7% |
| 1Y | +13.9% | -41.3% | +55.2% | +22.6% |
| All | -35.8% | -48.1% | +12.3% | -30.1% |
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