+644.6%
STM vs BLK
+277.4%
+367.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.8% |
| 7D | -1.1% | -5.2% | +4.1% | +3.2% |
| 30D | -7.8% | -7.0% | -0.8% | -2.6% |
| 3M | -28.2% | +5.7% | -33.8% | -32.1% |
| 6M | +52.0% | +11.0% | +41.0% | +37.5% |
| YTD | +96.4% | +0.9% | +95.5% | +91.5% |
| 1Y | +98.8% | -1.6% | +100.4% | +97.4% |
| 3Y | +18.3% | +64.5% | -46.2% | -22.8% |
| 5Y | +17.7% | +30.9% | -13.1% | -9.1% |
| All | +644.6% | +277.4% | +367.2% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling