+275.1%
BLK vs SPYG
+424.6%
-149.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | -3.3% | -0.9% | -2.4% | -2.5% |
| 30D | -6.5% | -1.5% | -5.0% | -5.2% |
| 3M | +6.7% | +3.7% | +3.0% | +2.7% |
| 6M | +14.7% | +16.4% | -1.7% | -1.6% |
| YTD | +2.5% | +13.3% | -10.8% | -9.7% |
| 1Y | -2.8% | +17.9% | -20.6% | -17.9% |
| 3Y | +65.9% | +98.3% | -32.5% | -19.0% |
| 5Y | +33.0% | +86.4% | -53.5% | -31.3% |
| All | +275.1% | +424.6% | -149.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling