+239.2%
STRL vs BLDR
-50.4%
+289.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.4% |
| 7D | -26.9% | -3.7% | -23.3% | -26.8% |
| 30D | -52.7% | +16.8% | -69.5% | -55.2% |
| 3M | -52.8% | -13.7% | -39.1% | -51.7% |
| 6M | -71.5% | -21.9% | -49.6% | -70.2% |
| YTD | -17.4% | -39.2% | +21.8% | -8.7% |
| 1Y | -35.0% | -42.6% | +7.7% | -27.0% |
| 3Y | +239.2% | -50.2% | +289.4% | +270.9% |
| All | +239.2% | -50.4% | +289.7% | +270.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling