+207.2%
STM vs BLK
+14,736.0%
-14,528.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +12.0% | +3.7% | +8.3% | +9.9% |
| 30D | -0.4% | +13.9% | -14.2% | -7.2% |
| 3M | -13.2% | +3.9% | -17.1% | -15.2% |
| 6M | -26.1% | +13.0% | -39.0% | -31.4% |
| YTD | +81.2% | +16.1% | +65.0% | +65.7% |
| 1Y | +98.3% | +16.8% | +81.5% | +81.0% |
| 3Y | +16.7% | +97.7% | -80.9% | -19.1% |
| 5Y | -4.8% | +42.1% | -47.0% | -21.3% |
| 10Y | +468.8% | +321.3% | +147.5% | +179.3% |
| All | +207.2% | +14,736.0% | -14,528.8% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling