+33.0%
BLK vs SPXU
-86.1%
+119.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.7% |
| 7D | -3.3% | +2.5% | -5.8% | -2.3% |
| 30D | -6.5% | +4.2% | -10.7% | -4.8% |
| 3M | +6.7% | -9.3% | +16.0% | +3.5% |
| 6M | +14.7% | -30.7% | +45.4% | +1.4% |
| YTD | +2.5% | -28.1% | +30.7% | -7.3% |
| 1Y | -2.8% | -35.2% | +32.5% | -14.9% |
| 3Y | +65.9% | -79.9% | +145.8% | +1.7% |
| All | +33.0% | -86.1% | +119.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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