+853.8%
SPY vs BLK
+13,188.7%
-12,334.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | +0.1% |
| 7D | +0.5% | -2.4% | +3.0% | +1.4% |
| 30D | -0.9% | -3.1% | +2.2% | +0.1% |
| 3M | +3.9% | +10.7% | -6.8% | -0.2% |
| 6M | +14.5% | +15.9% | -1.4% | +7.9% |
| YTD | +12.9% | +4.0% | +8.9% | +10.3% |
| 1Y | +19.4% | +1.3% | +18.1% | +17.5% |
| 3Y | +78.5% | +69.6% | +8.9% | +44.6% |
| 5Y | +81.8% | +33.8% | +48.0% | +58.4% |
| 10Y | +311.5% | +276.2% | +35.4% | +147.5% |
| All | +853.8% | +13,188.7% | -12,334.9% | +168.7% |
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