+63.2%
BLK vs STLA
-66.9%
+130.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.2% | -3.8% | -1.4% | -4.3% |
| 30D | -7.0% | -3.1% | -3.9% | -6.5% |
| 3M | +5.7% | -19.6% | +25.3% | +10.6% |
| 6M | +11.0% | -23.5% | +34.5% | +17.1% |
| YTD | +0.9% | -51.5% | +52.4% | +16.9% |
| 1Y | -1.6% | -39.7% | +38.0% | +6.2% |
| All | +63.2% | -66.9% | +130.1% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling