+3,667.9%
STRL vs BLDR
+479.0%
+3,188.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.4% |
| 7D | +15.7% | -3.0% | +18.6% | +17.0% |
| 30D | -35.5% | +20.1% | -55.6% | -41.3% |
| 3M | -47.1% | -17.5% | -29.6% | -44.9% |
| 6M | -65.8% | -16.1% | -49.7% | -65.2% |
| YTD | -4.5% | -41.0% | +36.5% | +9.9% |
| 1Y | -10.5% | -41.6% | +31.1% | +2.8% |
| 3Y | +340.6% | -50.8% | +391.4% | +403.8% |
| 5Y | +911.0% | -10.8% | +921.8% | +758.2% |
| All | +3,667.9% | +479.0% | +3,188.9% | +1,507.2% |
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 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