+65.9%
BLK vs SM
-0.9%
+66.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -3.3% | +4.6% | -7.9% | -3.7% |
| 30D | -6.5% | +18.2% | -24.7% | -8.1% |
| 3M | +6.7% | +22.5% | -15.8% | +4.2% |
| 6M | +14.7% | +50.6% | -35.8% | +7.5% |
| YTD | +2.5% | +108.1% | -105.6% | -9.7% |
| 1Y | -2.8% | +46.0% | -48.8% | -9.0% |
| 3Y | +65.9% | +2.9% | +63.0% | +54.2% |
| All | +65.9% | -0.9% | +66.8% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling