+64.7%
BLK vs SN
+368.4%
-303.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.3% |
| 7D | -2.7% | -3.4% | +0.7% | -1.9% |
| 30D | -4.8% | -9.1% | +4.3% | -2.7% |
| 3M | +6.5% | +31.8% | -25.3% | -0.7% |
| 6M | +13.2% | +52.0% | -38.9% | +1.4% |
| YTD | +1.8% | +51.3% | -49.5% | -8.9% |
| 1Y | -1.0% | +46.9% | -47.8% | -11.1% |
| All | +64.7% | +368.4% | -303.8% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling