+14,604.7%
BLK vs SAN
+382.0%
+14,222.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | +3.7% | +4.0% | -0.3% | +2.0% |
| 30D | +13.9% | -7.8% | +21.7% | +17.4% |
| 3M | +3.9% | -16.4% | +20.3% | +11.2% |
| 6M | +13.0% | +3.5% | +9.4% | +10.6% |
| YTD | +16.1% | +6.7% | +9.4% | +11.3% |
| 1Y | +16.8% | +14.5% | +2.3% | +8.7% |
| 3Y | +97.7% | +243.5% | -145.9% | +14.4% |
| 5Y | +42.1% | +296.2% | -254.1% | -24.7% |
| 10Y | +321.3% | +268.5% | +52.8% | +111.9% |
| All | +14,604.7% | +382.0% | +14,222.7% | +6,350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling