+275.1%
BLK vs SM
+23.0%
+252.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -3.3% | +4.6% | -7.9% | -3.8% |
| 30D | -6.5% | +18.2% | -24.7% | -8.2% |
| 3M | +6.7% | +22.5% | -15.8% | +4.1% |
| 6M | +14.7% | +50.6% | -35.8% | +8.7% |
| YTD | +2.5% | +108.1% | -105.6% | -6.4% |
| 1Y | -2.8% | +46.0% | -48.8% | -8.1% |
| 3Y | +65.9% | +2.9% | +63.0% | +59.6% |
| 5Y | +33.0% | +112.6% | -79.6% | +16.8% |
| All | +275.1% | +23.0% | +252.1% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling