+33.0%
BLK vs SFM
+213.6%
-180.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -3.3% | -10.6% | +7.3% | -1.9% |
| 30D | -6.5% | -15.5% | +8.9% | -4.5% |
| 3M | +6.7% | -17.4% | +24.2% | +9.2% |
| 6M | +14.7% | -3.4% | +18.2% | +14.3% |
| YTD | +2.5% | -8.7% | +11.2% | +2.7% |
| 1Y | -2.8% | -47.2% | +44.4% | +5.6% |
| 3Y | +65.9% | +82.7% | -16.9% | +44.4% |
| All | +33.0% | +213.6% | -180.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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