+30.9%
BLK vs SPG
+103.4%
-72.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -2.2% | -3.0% | -4.0% |
| 30D | -7.0% | -5.8% | -1.3% | -3.8% |
| 3M | +5.7% | -2.8% | +8.5% | +7.0% |
| 6M | +11.0% | +8.9% | +2.1% | +4.8% |
| YTD | +0.9% | +14.3% | -13.4% | -7.6% |
| 1Y | -1.6% | +19.5% | -21.1% | -12.4% |
| 3Y | +64.5% | +106.9% | -42.4% | +2.7% |
| 5Y | +30.9% | +108.7% | -77.9% | -22.3% |
| All | +30.9% | +103.4% | -72.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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