+1,092.8%
STX vs BLK
+29.1%
+1,063.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +8.0% | -5.2% | +13.2% | +11.3% |
| 30D | +5.1% | -7.0% | +12.1% | +9.3% |
| 3M | +5.8% | +5.7% | +0.1% | +0.8% |
| 6M | +124.9% | +11.0% | +113.9% | +107.0% |
| YTD | +213.9% | +0.9% | +213.0% | +205.2% |
| 1Y | +350.4% | -1.6% | +352.0% | +341.0% |
| 3Y | +1,314.2% | +64.5% | +1,249.7% | +865.8% |
| 5Y | +1,092.8% | +30.9% | +1,061.9% | +860.2% |
| All | +1,092.8% | +29.1% | +1,063.7% | +860.2% |
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