+967.7%
BX vs STRL
+2,068.9%
-1,101.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -2.5% |
| 7D | -4.4% | +3.4% | -7.8% | -5.2% |
| 30D | +0.1% | -9.2% | +9.3% | +2.0% |
| 3M | +16.0% | -51.0% | +67.1% | +34.2% |
| 6M | +21.6% | +15.8% | +5.8% | +6.7% |
| YTD | -8.9% | +58.9% | -67.8% | -27.2% |
| 1Y | -16.6% | +68.5% | -85.1% | -35.8% |
| 3Y | +43.3% | +485.2% | -441.9% | -26.6% |
| 5Y | +25.7% | +2,005.1% | -1,979.4% | -55.7% |
| 10Y | +689.5% | +7,118.0% | -6,428.5% | +69.7% |
| All | +967.7% | +2,068.9% | -1,101.2% | +161.9% |
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 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