+12,674.7%
BLK vs SPG
+3,350.2%
+9,324.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -5.2% | -2.2% | -3.0% | -4.2% |
| 30D | -7.0% | -5.8% | -1.3% | -4.5% |
| 3M | +5.7% | -2.8% | +8.5% | +6.7% |
| 6M | +11.0% | +8.9% | +2.1% | +6.4% |
| YTD | +0.9% | +14.3% | -13.4% | -5.5% |
| 1Y | -1.6% | +19.5% | -21.1% | -9.8% |
| 3Y | +64.5% | +106.9% | -42.4% | +16.8% |
| 5Y | +30.9% | +108.7% | -77.9% | -8.4% |
| 10Y | +275.1% | +63.8% | +211.3% | +147.6% |
| All | +12,674.7% | +3,350.2% | +9,324.4% | +2,418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling