+396.0%
STZ vs BLDR
+414.6%
-18.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | -1.9% | -2.8% | +0.9% | -1.6% |
| 30D | -1.9% | -13.3% | +11.4% | -0.3% |
| 3M | -6.2% | -12.3% | +6.0% | -5.2% |
| 6M | -14.0% | -31.5% | +17.5% | -10.7% |
| YTD | -5.1% | -36.1% | +30.9% | -0.8% |
| 1Y | -9.6% | -54.1% | +44.5% | -1.8% |
| 3Y | -47.2% | -55.8% | +8.5% | -43.6% |
| 5Y | -33.6% | +20.7% | -54.3% | -38.1% |
| 10Y | -9.8% | +390.2% | -400.0% | -31.1% |
| All | +396.0% | +414.6% | -18.7% | +194.2% |
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