+171.3%
SAP vs BLK
+277.4%
-106.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -5.1% | -5.2% | +0.1% | -2.6% |
| 30D | -1.8% | -7.0% | +5.3% | +1.8% |
| 3M | +20.9% | +5.7% | +15.3% | +17.4% |
| 6M | +7.0% | +11.0% | -4.0% | +0.6% |
| YTD | -13.7% | +0.9% | -14.6% | -15.5% |
| 1Y | -19.6% | -1.6% | -18.0% | -20.4% |
| 3Y | +52.4% | +64.5% | -12.1% | +13.3% |
| 5Y | +54.4% | +30.9% | +23.6% | +26.2% |
| All | +171.3% | +277.4% | -106.1% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling