+2,133.0%
STRL vs BLDR
+16.0%
+2,117.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.1% | +4.9% |
| 7D | +10.1% | -0.3% | +10.4% | +10.1% |
| 30D | -8.2% | -16.2% | +8.0% | -2.9% |
| 3M | -43.7% | -14.4% | -29.3% | -41.7% |
| 6M | +27.1% | -32.8% | +59.9% | +43.2% |
| YTD | +64.0% | -39.2% | +103.2% | +89.3% |
| 1Y | +75.2% | -57.7% | +132.8% | +129.4% |
| 3Y | +539.9% | -55.3% | +595.2% | +657.4% |
| 5Y | +2,133.0% | +15.6% | +2,117.4% | +1,440.7% |
| All | +2,133.0% | +16.0% | +2,117.0% | +1,440.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling