+11.4%
BLK vs SAN
+22.0%
-10.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.2% |
| 7D | -0.5% | +3.5% | -4.0% | -1.8% |
| 30D | +8.5% | -13.2% | +21.7% | +14.2% |
| 3M | +3.8% | -16.9% | +20.7% | +11.1% |
| 6M | +12.8% | +2.3% | +10.5% | +11.1% |
| YTD | +11.2% | +4.9% | +6.2% | +6.9% |
| 1Y | +11.4% | +20.4% | -9.1% | +0.7% |
| All | +11.4% | +22.0% | -10.6% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling