+275.1%
BLK vs STLA
+55.1%
+220.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.6% | +0.9% |
| 7D | -3.3% | -2.9% | -0.4% | -2.4% |
| 30D | -6.5% | +0.9% | -7.5% | -7.0% |
| 3M | +6.7% | -21.6% | +28.4% | +14.7% |
| 6M | +14.7% | -21.6% | +36.4% | +22.4% |
| YTD | +2.5% | -50.4% | +52.9% | +24.6% |
| 1Y | -2.8% | -43.6% | +40.8% | +11.7% |
| 3Y | +65.9% | -66.4% | +132.3% | +116.8% |
| 5Y | +33.0% | -62.3% | +95.3% | +61.6% |
| All | +275.1% | +55.1% | +220.0% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling