+33.0%
BLK vs SGI
+47.3%
-14.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -3.3% | -4.5% | +1.1% | -1.8% |
| 30D | -6.5% | +4.2% | -10.7% | -8.0% |
| 3M | +6.7% | -7.4% | +14.2% | +8.9% |
| 6M | +14.7% | -15.1% | +29.8% | +19.6% |
| YTD | +2.5% | -24.7% | +27.2% | +11.0% |
| 1Y | -2.8% | -21.8% | +19.0% | +3.4% |
| 3Y | +65.9% | +50.0% | +15.8% | +36.6% |
| All | +33.0% | +47.3% | -14.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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