+59.1%
SO vs BLK
+29.1%
+30.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.1% | -5.2% | +4.0% | -0.3% |
| 30D | -3.7% | -7.0% | +3.3% | -2.7% |
| 3M | -5.9% | +5.7% | -11.6% | -6.9% |
| 6M | -7.3% | +11.0% | -18.3% | -9.3% |
| YTD | +3.1% | +0.9% | +2.2% | +2.3% |
| 1Y | -1.0% | -1.6% | +0.6% | -1.4% |
| 3Y | +43.2% | +64.5% | -21.2% | +24.9% |
| 5Y | +59.1% | +30.9% | +28.3% | +36.7% |
| All | +59.1% | +29.1% | +30.0% | +36.7% |
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