+31.2%
BLK vs SUI
-33.5%
+64.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.5% |
| 7D | -2.7% | -4.3% | +1.6% | -0.8% |
| 30D | -4.8% | -2.1% | -2.6% | -3.9% |
| 3M | +6.5% | -6.1% | +12.6% | +9.0% |
| 6M | +13.2% | -12.8% | +25.9% | +19.6% |
| YTD | +1.8% | -4.6% | +6.4% | +3.3% |
| 1Y | -1.0% | -7.7% | +6.7% | +1.8% |
| 3Y | +66.0% | +10.9% | +55.0% | +51.2% |
| 5Y | +31.2% | -32.4% | +63.6% | +51.1% |
| All | +31.2% | -33.5% | +64.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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