+386.5%
BLDR vs STLA
+46.8%
+339.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.0% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -14.7% | -5.2% | -9.5% | -12.5% |
| 3M | -20.8% | -24.9% | +4.0% | -9.5% |
| 6M | -35.3% | -25.2% | -10.2% | -26.1% |
| YTD | -40.3% | -51.4% | +11.1% | -17.6% |
| 1Y | -56.3% | -40.7% | -15.6% | -46.7% |
| 3Y | -56.1% | -66.3% | +10.1% | -31.4% |
| 5Y | +12.9% | -63.2% | +76.2% | +61.8% |
| 10Y | +386.5% | +48.7% | +337.7% | +221.8% |
| All | +386.5% | +46.8% | +339.7% | +221.8% |
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