+12,882.1%
BLK vs SIRI
-85.2%
+12,967.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -6.5% | +2.5% | -9.0% | -6.8% |
| 3M | +6.7% | +6.6% | +0.1% | +6.1% |
| 6M | +14.7% | +32.9% | -18.1% | +11.7% |
| YTD | +2.5% | +50.5% | -47.9% | -1.3% |
| 1Y | -2.8% | +28.0% | -30.7% | -5.2% |
| 3Y | +65.9% | -22.4% | +88.3% | +65.9% |
| 5Y | +33.0% | -41.3% | +74.3% | +34.7% |
| 10Y | +281.2% | -10.4% | +291.6% | +274.2% |
| All | +12,882.1% | -85.2% | +12,967.3% | +12,545.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling