+1,725.3%
SO vs BLK
+12,998.0%
-11,272.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.1% | -3.3% | +2.2% | -0.5% |
| 30D | -5.0% | -6.5% | +1.5% | -4.0% |
| 3M | -5.8% | +6.7% | -12.5% | -7.0% |
| 6M | -7.9% | +14.7% | -22.7% | -10.3% |
| YTD | +2.4% | +2.5% | -0.1% | +1.4% |
| 1Y | -2.3% | -2.8% | +0.5% | -2.5% |
| 3Y | +41.9% | +65.9% | -24.0% | +28.1% |
| 5Y | +58.1% | +33.0% | +25.1% | +46.4% |
| 10Y | +158.5% | +281.2% | -122.7% | +100.9% |
| All | +1,725.3% | +12,998.0% | -11,272.7% | +1,006.6% |
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