+36.8%
BX vs STRL
+340.9%
-304.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.7% | -19.8% | +23.5% | +5.8% |
| 30D | +8.2% | -43.6% | +51.8% | +15.6% |
| 3M | -12.7% | -45.2% | +32.5% | -6.7% |
| 6M | +1.0% | -65.7% | +66.7% | +13.9% |
| YTD | -17.2% | -5.4% | -11.8% | -27.9% |
| 1Y | -11.6% | -24.7% | +13.1% | -18.9% |
| 3Y | +36.8% | +335.0% | -298.3% | -24.9% |
| All | +36.8% | +340.9% | -304.1% | -24.9% |
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