+553.4%
SE vs BLK
+175.1%
+378.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -2.5% |
| 7D | -5.2% | -3.3% | -1.9% | -2.9% |
| 30D | -17.1% | -6.5% | -10.5% | -13.0% |
| 3M | +24.0% | +6.7% | +17.2% | +17.5% |
| 6M | +21.0% | +14.7% | +6.2% | +8.3% |
| YTD | -16.7% | +2.5% | -19.2% | -19.4% |
| 1Y | -45.9% | -2.8% | -43.2% | -45.9% |
| 3Y | +177.8% | +65.9% | +112.0% | +78.6% |
| 5Y | -67.4% | +33.0% | -100.3% | -75.0% |
| All | +553.4% | +175.1% | +378.3% | +234.3% |
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