+33.0%
BLK vs SM
+108.4%
-75.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.3% | +4.6% | -7.9% | -3.9% |
| 30D | -6.5% | +18.2% | -24.7% | -8.8% |
| 3M | +6.7% | +22.5% | -15.8% | +3.2% |
| 6M | +14.7% | +50.6% | -35.8% | +6.0% |
| YTD | +2.5% | +108.1% | -105.6% | -10.9% |
| 1Y | -2.8% | +46.0% | -48.8% | -10.5% |
| 3Y | +65.9% | +2.9% | +63.0% | +55.9% |
| All | +33.0% | +108.4% | -75.4% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling