+3.3%
BLK vs STT
+75.3%
-72.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.6% | +0.5% | -4.1% | -3.9% |
| 30D | -1.0% | +3.9% | -4.9% | -3.4% |
| 3M | +10.4% | +20.0% | -9.6% | -2.0% |
| 6M | +8.2% | +55.3% | -47.1% | -19.2% |
| YTD | +6.0% | +53.3% | -47.3% | -20.9% |
| 1Y | +3.3% | +74.7% | -71.4% | -29.5% |
| All | +3.3% | +75.3% | -72.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling