+242.8%
STM vs BLK
+13,445.8%
-13,203.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +5.8% | -3.6% | +9.4% | +7.9% |
| 30D | -1.0% | -1.0% | 0.0% | -0.7% |
| 3M | -33.3% | +10.4% | -43.6% | -37.1% |
| 6M | +57.4% | +8.2% | +49.2% | +49.8% |
| YTD | +102.2% | +6.0% | +96.2% | +94.4% |
| 1Y | +99.6% | +3.3% | +96.3% | +94.5% |
| 3Y | +14.5% | +70.3% | -55.7% | -13.9% |
| 5Y | +21.4% | +34.5% | -13.1% | +3.7% |
| 10Y | +695.0% | +281.9% | +413.0% | +311.4% |
| All | +242.8% | +13,445.8% | -13,203.0% | -27.6% |
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