+484.0%
BLDR vs STLA
-4.1%
+488.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.5% |
| 7D | -3.0% | -13.8% | +10.8% | +4.5% |
| 30D | +20.1% | -10.5% | +30.6% | +26.5% |
| 3M | -17.5% | -28.9% | +11.4% | -3.2% |
| 6M | -16.1% | -49.7% | +33.6% | +16.3% |
| YTD | -41.0% | -64.9% | +23.9% | -4.9% |
| 1Y | -41.6% | -64.0% | +22.4% | -7.4% |
| 3Y | -50.8% | -77.4% | +26.6% | -5.9% |
| 5Y | -10.8% | -74.4% | +63.7% | +53.0% |
| All | +484.0% | -4.1% | +488.1% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling