+13,071.1%
BLK vs STRL
+48,598.2%
-35,527.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.4% |
| 7D | -2.4% | +10.1% | -12.5% | -3.8% |
| 30D | -3.1% | -8.2% | +5.1% | -2.2% |
| 3M | +10.7% | -43.7% | +54.4% | +18.4% |
| 6M | +15.9% | +27.1% | -11.2% | +6.8% |
| YTD | +4.0% | +64.0% | -60.0% | -8.1% |
| 1Y | +1.3% | +75.2% | -73.9% | -12.4% |
| 3Y | +69.6% | +539.9% | -470.3% | +15.8% |
| 5Y | +33.8% | +2,133.0% | -2,099.2% | -25.6% |
| 10Y | +276.2% | +7,178.3% | -6,902.1% | +66.3% |
| All | +13,071.1% | +48,598.2% | -35,527.1% | +5,391.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded STRL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling