+64.7%
BLK vs STRL
+526.3%
-461.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -2.7% | +8.2% | -10.9% | -3.5% |
| 30D | -4.8% | -6.3% | +1.6% | -4.3% |
| 3M | +6.5% | -41.2% | +47.7% | +11.5% |
| 6M | +13.2% | +20.4% | -7.2% | +5.4% |
| YTD | +1.8% | +61.7% | -59.9% | -9.7% |
| 1Y | -1.0% | +72.7% | -73.7% | -14.1% |
| All | +64.7% | +526.3% | -461.6% | +12.3% |
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 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