+13,071.1%
BLK vs SPY
+857.8%
+12,213.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.3% |
| 7D | -2.4% | +0.5% | -3.0% | -3.0% |
| 30D | -3.1% | -0.9% | -2.2% | -2.1% |
| 3M | +10.7% | +3.9% | +6.8% | +6.0% |
| 6M | +15.9% | +14.5% | +1.4% | -0.2% |
| YTD | +4.0% | +12.9% | -8.9% | -8.8% |
| 1Y | +1.3% | +19.4% | -18.1% | -16.5% |
| 3Y | +69.6% | +78.5% | -8.9% | -10.3% |
| 5Y | +33.8% | +81.8% | -48.0% | -29.6% |
| 10Y | +276.2% | +311.5% | -35.4% | -14.9% |
| All | +13,071.1% | +857.8% | +12,213.3% | +1,308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling