+340.6%
STRL vs BLDR
-50.7%
+391.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | +15.7% | -3.0% | +18.6% | +16.5% |
| 30D | -35.5% | +20.1% | -55.6% | -39.5% |
| 3M | -47.1% | -17.5% | -29.6% | -45.2% |
| 6M | -65.8% | -16.1% | -49.7% | -65.1% |
| YTD | -4.5% | -41.0% | +36.5% | +6.4% |
| 1Y | -10.5% | -41.6% | +31.1% | -0.3% |
| 3Y | +340.6% | -50.8% | +391.4% | +389.0% |
| All | +340.6% | -50.7% | +391.3% | +389.0% |
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