+325.3%
STX vs BLK
-0.2%
+325.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.6% | -5.4% | -4.0% |
| 7D | -2.3% | -3.3% | +1.1% | -1.7% |
| 30D | -5.5% | -6.5% | +1.1% | -4.4% |
| 3M | -4.3% | +6.7% | -11.0% | -6.4% |
| 6M | +115.6% | +14.7% | +100.9% | +104.4% |
| YTD | +202.2% | +2.5% | +199.7% | +196.0% |
| 1Y | +325.3% | -2.8% | +328.1% | +306.1% |
| All | +325.3% | -0.2% | +325.5% | +306.1% |
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