+13,325.9%
BLK vs STRL
+47,074.8%
-33,748.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.1% | -1.2% |
| 7D | -3.6% | +3.4% | -7.0% | -4.1% |
| 30D | -1.0% | -9.2% | +8.2% | +0.2% |
| 3M | +10.4% | -51.0% | +61.4% | +20.5% |
| 6M | +8.2% | +15.8% | -7.6% | +1.1% |
| YTD | +6.0% | +58.9% | -52.8% | -5.9% |
| 1Y | +3.3% | +68.5% | -65.2% | -10.1% |
| 3Y | +70.3% | +485.2% | -415.0% | +17.8% |
| 5Y | +34.5% | +2,005.1% | -1,970.6% | -24.6% |
| 10Y | +281.9% | +7,118.0% | -6,836.0% | +69.1% |
| All | +13,325.9% | +47,074.8% | -33,748.9% | +5,524.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling