+97.7%
BLK vs STRL
+341.0%
-243.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +3.7% | +15.7% | -11.9% | +2.3% |
| 30D | +13.9% | -35.5% | +49.4% | +17.7% |
| 3M | +3.9% | -47.1% | +51.1% | +9.1% |
| 6M | +13.0% | -65.8% | +78.8% | +22.7% |
| YTD | +16.1% | -4.5% | +20.7% | +7.4% |
| 1Y | +16.8% | -10.5% | +27.2% | +8.6% |
| 3Y | +97.7% | +340.6% | -243.0% | +47.0% |
| All | +97.7% | +341.0% | -243.3% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling