+866.0%
BX vs STRL
+1,254.7%
-388.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.4% | -1.6% |
| 7D | -2.8% | +7.1% | -10.0% | -4.8% |
| 30D | +7.3% | -39.4% | +46.7% | +18.4% |
| 3M | -16.3% | -43.0% | +26.7% | -7.1% |
| 6M | +2.5% | -65.0% | +67.5% | +24.3% |
| YTD | -17.6% | -0.8% | -16.8% | -28.2% |
| 1Y | -12.4% | -20.3% | +7.9% | -19.8% |
| 3Y | +36.2% | +356.5% | -320.3% | -27.9% |
| 5Y | +3.0% | +952.8% | -949.9% | -57.9% |
| 10Y | +680.0% | +3,877.1% | -3,197.1% | +91.3% |
| All | +866.0% | +1,254.7% | -388.7% | +158.4% |
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