+57.4%
BLK vs SN
+447.8%
-390.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | -3.3% | -7.3% | +4.0% | -1.8% |
| 30D | -6.5% | -13.6% | +7.1% | -3.8% |
| 3M | +6.7% | +18.6% | -11.8% | +2.8% |
| 6M | +14.7% | +46.0% | -31.2% | +5.4% |
| YTD | +2.5% | +43.7% | -41.2% | -5.6% |
| 1Y | -2.8% | +39.2% | -41.9% | -10.3% |
| 3Y | +65.9% | +306.5% | -240.6% | +32.4% |
| All | +57.4% | +447.8% | -390.5% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling