-53.0%
BLDR vs STLA
-64.3%
+11.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | -2.8% | +2.6% | -5.4% | -3.8% |
| 30D | -13.3% | -1.2% | -12.0% | -13.0% |
| 3M | -12.3% | -24.8% | +12.5% | -2.6% |
| 6M | -31.5% | -25.6% | -5.9% | -23.7% |
| YTD | -36.1% | -48.9% | +12.9% | -19.1% |
| 1Y | -54.1% | -38.8% | -15.3% | -47.2% |
| All | -53.0% | -64.3% | +11.3% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling