+11.4%
BLK vs SIRI
+59.1%
-47.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.3% |
| 7D | -0.5% | +15.9% | -16.3% | -2.9% |
| 30D | +8.5% | +26.0% | -17.6% | +4.4% |
| 3M | +3.8% | +9.2% | -5.4% | +2.3% |
| 6M | +12.8% | +28.3% | -15.4% | +7.6% |
| YTD | +11.2% | +71.5% | -60.3% | -1.6% |
| 1Y | +11.4% | +55.0% | -43.6% | +4.2% |
| All | +11.4% | +59.1% | -47.7% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling