+65.9%
BLK vs SITM
+452.7%
-386.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.0% |
| 7D | -3.3% | +3.9% | -7.2% | -3.7% |
| 30D | -6.5% | -6.6% | +0.1% | -6.0% |
| 3M | +6.7% | -11.9% | +18.6% | +7.0% |
| 6M | +14.7% | +81.1% | -66.4% | +2.1% |
| YTD | +2.5% | +80.0% | -77.5% | -9.4% |
| 1Y | -2.8% | +145.8% | -148.6% | -19.0% |
| 3Y | +65.9% | +475.9% | -410.0% | +11.6% |
| All | +65.9% | +452.7% | -386.8% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling