+54.8%
BLK vs SN
+453.9%
-399.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.1% |
| 7D | -5.2% | -7.2% | +2.0% | -3.7% |
| 30D | -7.0% | -13.4% | +6.3% | -4.4% |
| 3M | +5.7% | +26.8% | -21.1% | +0.4% |
| 6M | +11.0% | +44.6% | -33.6% | +2.2% |
| YTD | +0.9% | +45.3% | -44.4% | -7.3% |
| 1Y | -1.6% | +40.1% | -41.7% | -9.4% |
| 3Y | +64.5% | +375.3% | -310.8% | +30.3% |
| All | +54.8% | +453.9% | -399.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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