+12,790.5%
BLK vs SBAC
+1,863.7%
+10,926.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -4.8% | +3.9% | -8.6% | -5.3% |
| 3M | +6.5% | -8.2% | +14.7% | +7.7% |
| 6M | +13.2% | -2.8% | +15.9% | +12.9% |
| YTD | +1.8% | -1.5% | +3.3% | +1.3% |
| 1Y | -1.0% | 0.0% | -1.0% | -1.7% |
| 3Y | +66.0% | -8.4% | +74.3% | +65.6% |
| 5Y | +31.2% | -43.5% | +74.8% | +39.9% |
| 10Y | +278.5% | +86.9% | +191.6% | +244.6% |
| All | +12,790.5% | +1,863.7% | +10,926.7% | +10,044.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling