+515.0%
STRL vs BLDR
-53.1%
+568.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.2% | +5.0% |
| 7D | +3.4% | -2.8% | +6.2% | +4.2% |
| 30D | -9.2% | -13.3% | +4.0% | -5.7% |
| 3M | -51.0% | -12.3% | -38.8% | -49.8% |
| 6M | +15.8% | -31.5% | +47.2% | +27.2% |
| YTD | +58.9% | -36.1% | +94.9% | +76.5% |
| 1Y | +68.5% | -54.1% | +122.6% | +105.6% |
| All | +515.0% | -53.1% | +568.1% | +578.0% |
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