-41.2%
BLDR vs STLA
-59.1%
+17.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -3.5% |
| 7D | -1.1% | -4.9% | +3.8% | +0.7% |
| 30D | +19.1% | -4.9% | +24.0% | +21.1% |
| 3M | -12.6% | -23.7% | +11.1% | -5.5% |
| 6M | -18.7% | -45.0% | +26.3% | -3.5% |
| YTD | -38.8% | -60.9% | +22.0% | -22.4% |
| 1Y | -41.2% | -58.9% | +17.7% | -28.0% |
| All | -41.2% | -59.1% | +17.9% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling