+4.8%
BX vs STRL
+900.6%
-895.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +3.7% | -19.8% | +23.5% | +6.7% |
| 30D | +8.2% | -43.6% | +51.8% | +18.7% |
| 3M | -12.7% | -45.2% | +32.5% | -4.3% |
| 6M | +1.0% | -65.7% | +66.7% | +19.0% |
| YTD | -17.2% | -5.4% | -11.8% | -29.8% |
| 1Y | -11.6% | -24.7% | +13.1% | -20.3% |
| 3Y | +36.8% | +335.0% | -298.3% | -40.8% |
| 5Y | +4.8% | +915.3% | -910.5% | -75.0% |
| All | +4.8% | +900.6% | -895.7% | -75.0% |
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 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