+33.0%
BLK vs SPY
+82.3%
-49.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.6% |
| 7D | -3.3% | -0.8% | -2.5% | -2.4% |
| 30D | -6.5% | -1.1% | -5.5% | -5.3% |
| 3M | +6.7% | +3.9% | +2.9% | +2.1% |
| 6M | +14.7% | +13.6% | +1.1% | -1.3% |
| YTD | +2.5% | +12.7% | -10.1% | -10.7% |
| 1Y | -2.8% | +17.5% | -20.3% | -19.5% |
| 3Y | +65.9% | +76.9% | -11.0% | -16.8% |
| All | +33.0% | +82.3% | -49.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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