+597.0%
SE vs BLK
+179.1%
+417.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.5% |
| 7D | +0.6% | -2.4% | +3.0% | +2.4% |
| 30D | -0.1% | -3.1% | +3.0% | +2.2% |
| 3M | +34.1% | +10.7% | +23.5% | +23.7% |
| 6M | +23.2% | +15.9% | +7.3% | +9.5% |
| YTD | -11.2% | +4.0% | -15.2% | -15.0% |
| 1Y | -40.5% | +1.3% | -41.8% | -42.3% |
| 3Y | +196.3% | +69.6% | +126.7% | +87.2% |
| 5Y | -67.0% | +33.8% | -100.8% | -74.9% |
| All | +597.0% | +179.1% | +417.9% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling