+432.0%
BLK vs SFM
+117.5%
+314.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.9% |
| 7D | -2.4% | -5.8% | +3.4% | -1.6% |
| 30D | -3.1% | -11.4% | +8.2% | -1.5% |
| 3M | +10.7% | -12.2% | +22.9% | +12.4% |
| 6M | +15.9% | -5.2% | +21.0% | +15.8% |
| YTD | +4.0% | -4.5% | +8.5% | +3.6% |
| 1Y | +1.3% | -45.4% | +46.6% | +9.2% |
| 3Y | +69.6% | +91.1% | -21.5% | +47.4% |
| 5Y | +33.8% | +226.8% | -193.0% | +4.5% |
| 10Y | +276.2% | +291.9% | -15.8% | +170.4% |
| All | +432.0% | +117.5% | +314.5% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling