-25.9%
STRL vs BLDR
-38.1%
+12.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +9.3% | -30.7% | -22.0% |
| 7D | -27.1% | +24.4% | -51.4% | -29.6% |
| 30D | -45.8% | +24.9% | -70.7% | -47.8% |
| 3M | -47.6% | -7.8% | -39.8% | -45.8% |
| 6M | -46.4% | -5.8% | -40.7% | -45.3% |
| YTD | -7.4% | -32.5% | +25.1% | +0.5% |
| 1Y | -25.9% | -36.7% | +10.8% | -19.2% |
| All | -25.9% | -38.1% | +12.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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