+30.9%
BLK vs SBAC
-44.7%
+75.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +2.0% | 0.0% |
| 7D | -5.2% | -5.3% | +0.1% | -3.6% |
| 30D | -7.0% | +0.4% | -7.4% | -7.1% |
| 3M | +5.7% | -11.9% | +17.6% | +9.5% |
| 6M | +11.0% | -4.5% | +15.5% | +11.1% |
| YTD | +0.9% | -4.3% | +5.2% | +0.5% |
| 1Y | -1.6% | -3.9% | +2.3% | -2.2% |
| 3Y | +64.5% | -11.0% | +75.5% | +63.0% |
| All | +30.9% | -44.7% | +75.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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