+54.5%
SAP vs BLK
+32.0%
+22.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.6% |
| 7D | -4.1% | -3.3% | -0.8% | -2.5% |
| 30D | +1.1% | -6.5% | +7.6% | +4.4% |
| 3M | +26.1% | +6.7% | +19.4% | +21.8% |
| 6M | +9.8% | +14.7% | -4.9% | +1.4% |
| YTD | -13.6% | +2.5% | -16.1% | -16.0% |
| 1Y | -18.7% | -2.8% | -15.9% | -18.9% |
| 3Y | +54.1% | +65.9% | -11.7% | +10.4% |
| All | +54.5% | +32.0% | +22.5% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling