-66.9%
SE vs BLK
+29.1%
-96.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.1% |
| 7D | -4.8% | -5.2% | +0.4% | 0.0% |
| 30D | -18.1% | -7.0% | -11.1% | -12.7% |
| 3M | +30.6% | +5.7% | +25.0% | +23.2% |
| 6M | +20.8% | +11.0% | +9.8% | +8.0% |
| YTD | -15.6% | +0.9% | -16.5% | -18.2% |
| 1Y | -44.2% | -1.6% | -42.6% | -45.2% |
| 3Y | +181.5% | +64.5% | +117.1% | +47.2% |
| 5Y | -66.9% | +30.9% | -97.8% | -77.5% |
| All | -66.9% | +29.1% | -96.0% | -77.5% |
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