+697.9%
BX vs STRL
+7,157.2%
-6,459.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.2% |
| 7D | -2.0% | +10.1% | -12.1% | -3.9% |
| 30D | -2.3% | -8.2% | +5.9% | -1.0% |
| 3M | +18.5% | -43.7% | +62.2% | +30.4% |
| 6M | +23.7% | +27.1% | -3.4% | +7.9% |
| YTD | -10.4% | +64.0% | -74.3% | -27.3% |
| 1Y | -19.6% | +75.2% | -94.7% | -37.1% |
| 3Y | +30.8% | +539.9% | -509.1% | -30.8% |
| 5Y | +24.3% | +2,133.0% | -2,108.6% | -52.8% |
| All | +697.9% | +7,157.2% | -6,459.3% | +138.1% |
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