+12.9%
BLDR vs STLA
-63.2%
+76.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.1% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -14.7% | -5.2% | -9.5% | -12.7% |
| 3M | -20.8% | -24.9% | +4.0% | -10.8% |
| 6M | -35.3% | -25.2% | -10.2% | -27.1% |
| YTD | -40.3% | -51.4% | +11.1% | -20.3% |
| 1Y | -56.3% | -40.7% | -15.6% | -48.0% |
| 3Y | -56.1% | -66.3% | +10.1% | -34.2% |
| 5Y | +12.9% | -63.2% | +76.2% | +49.4% |
| All | +12.9% | -63.2% | +76.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling