+5,367.9%
BLK vs SPYG
+553.6%
+4,814.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | -5.2% | -1.8% | -3.4% | -3.6% |
| 30D | -7.0% | -1.9% | -5.1% | -5.4% |
| 3M | +5.7% | +5.2% | +0.5% | +0.7% |
| 6M | +11.0% | +15.6% | -4.5% | -2.9% |
| YTD | +0.9% | +12.4% | -11.5% | -9.5% |
| 1Y | -1.6% | +17.5% | -19.1% | -15.4% |
| 3Y | +64.5% | +98.1% | -33.6% | -12.9% |
| 5Y | +30.9% | +84.9% | -54.1% | -26.3% |
| 10Y | +275.1% | +417.7% | -142.6% | -12.3% |
| All | +5,367.9% | +553.6% | +4,814.3% | +696.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling