+275.1%
BLK vs STRL
+7,221.5%
-6,946.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +0.7% |
| 7D | -3.3% | +5.0% | -8.4% | -4.1% |
| 30D | -6.5% | -6.9% | +0.4% | -5.7% |
| 3M | +6.7% | -39.1% | +45.8% | +14.3% |
| 6M | +14.7% | +21.5% | -6.8% | +3.8% |
| YTD | +2.5% | +66.9% | -64.4% | -13.6% |
| 1Y | -2.8% | +61.6% | -64.4% | -18.8% |
| 3Y | +65.9% | +560.0% | -494.1% | -4.2% |
| 5Y | +33.0% | +2,238.9% | -2,205.9% | -44.6% |
| All | +275.1% | +7,221.5% | -6,946.4% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling