+21.1%
STM vs BLK
+31.1%
-9.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +1.0% |
| 7D | +1.7% | -2.7% | +4.3% | +3.9% |
| 30D | -5.2% | -4.8% | -0.4% | -1.6% |
| 3M | -29.6% | +6.5% | -36.1% | -34.1% |
| 6M | +54.4% | +13.2% | +41.2% | +36.4% |
| YTD | +99.5% | +1.8% | +97.7% | +92.5% |
| 1Y | +100.8% | -1.0% | +101.7% | +97.7% |
| 3Y | +20.2% | +66.0% | -45.8% | -25.6% |
| 5Y | +21.1% | +31.2% | -10.1% | -12.7% |
| All | +21.1% | +31.1% | -9.9% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling