+30.9%
BLK vs STT
+153.4%
-122.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -5.2% | -1.4% | -3.8% | -4.4% |
| 30D | -7.0% | +2.2% | -9.2% | -8.3% |
| 3M | +5.7% | +18.8% | -13.2% | -5.0% |
| 6M | +11.0% | +57.9% | -46.9% | -16.0% |
| YTD | +0.9% | +51.0% | -50.1% | -21.7% |
| 1Y | -1.6% | +77.1% | -78.8% | -30.6% |
| 3Y | +64.5% | +199.8% | -135.4% | -14.7% |
| 5Y | +30.9% | +156.0% | -125.1% | -32.4% |
| All | +30.9% | +153.4% | -122.6% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling