+3,133.0%
STRL vs BLDR
+389.2%
+2,743.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.5% |
| 7D | -26.9% | -3.7% | -23.3% | -26.9% |
| 30D | -52.7% | +16.8% | -69.5% | -55.1% |
| 3M | -52.8% | -13.7% | -39.1% | -52.1% |
| 6M | -71.5% | -21.9% | -49.6% | -70.6% |
| YTD | -17.4% | -39.2% | +21.8% | -10.2% |
| 1Y | -35.0% | -42.6% | +7.7% | -28.4% |
| 3Y | +239.2% | -50.2% | +289.4% | +274.2% |
| 5Y | +830.2% | -7.0% | +837.2% | +770.1% |
| 10Y | +3,574.7% | +584.2% | +2,990.5% | +2,038.4% |
| All | +3,133.0% | +389.2% | +2,743.8% | +1,304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling