+96.5%
STM vs BLK
+17.9%
+78.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.4% | -11.5% | -8.9% |
| 7D | -6.0% | +5.7% | -11.8% | -8.9% |
| 30D | -20.9% | +14.8% | -35.8% | -26.9% |
| 3M | -15.8% | +8.8% | -24.5% | -20.0% |
| 6M | -17.0% | +17.6% | -34.7% | -24.8% |
| YTD | +76.8% | +16.3% | +60.5% | +58.4% |
| 1Y | +96.5% | +18.0% | +78.5% | +72.5% |
| All | +96.5% | +17.9% | +78.6% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling