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  • STRL vs BLDR✓SelectedUSD · BLDRSTRL vs BLDR performance historyLatest closeAs of+3.23%09/08
Stock and ETF performance explorer

STRL vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,178.3%
BLDR return
+359.8%
Excess return
+6,818.5%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D+3.2%-4.9%+8.1%+5.1%
7D+10.1%-0.3%+10.4%+10.1%
30D-8.2%-16.2%+8.0%-2.4%
3M-43.7%-14.4%-29.3%-41.6%
6M+27.1%-32.8%+59.9%+44.5%
YTD+64.0%-39.2%+103.2%+91.4%
1Y+75.2%-57.7%+132.8%+133.5%
3Y+539.9%-55.3%+595.2%+678.8%
5Y+2,133.0%+15.6%+2,117.4%+1,656.2%
10Y+7,178.3%+359.8%+6,818.5%+3,509.6%
All+7,178.3%+359.8%+6,818.5%+3,509.6%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling