+14.7%
BLK vs SU
+21.8%
-7.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.6% |
| 7D | -3.3% | +2.2% | -5.5% | -2.8% |
| 30D | -6.5% | +8.4% | -15.0% | -4.8% |
| 3M | +6.7% | +12.1% | -5.3% | +8.8% |
| 6M | +14.7% | +19.7% | -4.9% | +25.5% |
| All | +14.7% | +21.8% | -7.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 6mo: compounded portfolio wealth divided by compounded SU 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…
6mo analysis · Full analysis span regression · 6 months rolling