+32.0%
BLK vs STRL
+2,094.8%
-2,062.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | -2.7% | +8.2% | -10.9% | -3.7% |
| 30D | -4.8% | -6.3% | +1.6% | -4.2% |
| 3M | +6.5% | -41.2% | +47.7% | +13.2% |
| 6M | +13.2% | +20.4% | -7.2% | +3.3% |
| YTD | +1.8% | +61.7% | -59.9% | -12.7% |
| 1Y | -1.0% | +72.7% | -73.7% | -17.5% |
| 3Y | +66.0% | +530.9% | -465.0% | -3.4% |
| All | +32.0% | +2,094.8% | -2,062.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling