+971.4%
BLK vs STLA
+252.7%
+718.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.2% |
| 7D | -2.4% | +0.7% | -3.2% | -2.6% |
| 30D | -3.1% | -2.4% | -0.8% | -2.7% |
| 3M | +10.7% | -23.9% | +34.5% | +17.5% |
| 6M | +15.9% | -24.6% | +40.5% | +22.8% |
| YTD | +4.0% | -50.5% | +54.5% | +20.3% |
| 1Y | +1.3% | -39.8% | +41.1% | +10.7% |
| 3Y | +69.6% | -65.6% | +135.2% | +105.8% |
| 5Y | +33.8% | -62.1% | +95.9% | +56.2% |
| 10Y | +276.2% | +47.8% | +228.4% | +236.4% |
| All | +971.4% | +252.7% | +718.7% | +811.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling