+12,882.1%
BLK vs SRE
+1,906.1%
+10,975.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | -6.5% | -3.0% | -3.5% | -5.5% |
| 3M | +6.7% | -8.3% | +15.1% | +10.6% |
| 6M | +14.7% | -8.9% | +23.6% | +18.9% |
| YTD | +2.5% | -4.3% | +6.8% | +3.6% |
| 1Y | -2.8% | +2.7% | -5.5% | -5.2% |
| 3Y | +65.9% | +28.7% | +37.2% | +41.3% |
| 5Y | +33.0% | +47.1% | -14.2% | +5.5% |
| 10Y | +281.2% | +121.7% | +159.5% | +139.7% |
| All | +12,882.1% | +1,906.1% | +10,975.9% | +4,282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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