+98.8%
STM vs BLK
-2.0%
+100.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | -1.1% | -5.2% | +4.1% | +2.0% |
| 30D | -7.8% | -7.0% | -0.8% | -4.1% |
| 3M | -28.2% | +5.7% | -33.8% | -31.1% |
| 6M | +52.0% | +11.0% | +41.0% | +39.5% |
| YTD | +96.4% | +0.9% | +95.5% | +92.1% |
| 1Y | +98.8% | -1.6% | +100.4% | +96.4% |
| All | +98.8% | -2.0% | +100.8% | +96.4% |
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