+348.7%
BLK vs SPMO
+566.1%
-217.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.2% |
| 7D | -3.3% | -0.9% | -2.4% | -2.5% |
| 30D | -6.5% | -1.9% | -4.6% | -5.2% |
| 3M | +6.7% | -1.4% | +8.1% | +5.8% |
| 6M | +14.7% | +25.5% | -10.8% | -9.7% |
| YTD | +2.5% | +24.8% | -22.3% | -18.8% |
| 1Y | -2.8% | +24.5% | -27.3% | -23.0% |
| 3Y | +65.9% | +157.1% | -91.3% | -35.3% |
| 5Y | +33.0% | +149.5% | -116.5% | -46.3% |
| 10Y | +281.2% | +518.1% | -236.9% | -18.5% |
| All | +348.7% | +566.1% | -217.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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