-45.6%
BLDR vs STLA
-73.7%
+28.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | -2.7% | -6.4% | +3.6% | -0.1% |
| 30D | +24.8% | -1.3% | +26.2% | +25.3% |
| 3M | -11.7% | -19.9% | +8.3% | -4.4% |
| 6M | -14.8% | -42.9% | +28.1% | +4.5% |
| YTD | -35.9% | -59.4% | +23.5% | -12.1% |
| 1Y | -39.7% | -56.8% | +17.1% | -19.9% |
| 3Y | -45.6% | -73.1% | +27.5% | -18.4% |
| All | -45.6% | -73.7% | +28.1% | -18.4% |
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