+16.7%
STM vs BLK
+97.8%
-81.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | +12.0% | +3.7% | +8.3% | +8.9% |
| 30D | -0.4% | +13.9% | -14.2% | -10.0% |
| 3M | -13.2% | +3.9% | -17.1% | -16.0% |
| 6M | -26.1% | +13.0% | -39.0% | -33.6% |
| YTD | +81.2% | +16.1% | +65.0% | +57.4% |
| 1Y | +98.3% | +16.8% | +81.5% | +71.4% |
| 3Y | +16.7% | +97.7% | -80.9% | -42.9% |
| All | +16.7% | +97.8% | -81.1% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling