+16,706.2%
STX vs BLK
+4,497.9%
+12,208.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -0.9% |
| 7D | +9.6% | -2.7% | +12.2% | +11.0% |
| 30D | +10.6% | -4.8% | +15.4% | +13.1% |
| 3M | +4.8% | +6.5% | -1.7% | +0.3% |
| 6M | +137.3% | +13.1% | +124.1% | +119.6% |
| YTD | +222.5% | +1.8% | +220.7% | +214.2% |
| 1Y | +366.2% | -1.0% | +367.2% | +358.2% |
| 3Y | +1,352.9% | +66.0% | +1,286.9% | +986.2% |
| 5Y | +1,077.4% | +31.2% | +1,046.2% | +884.8% |
| 10Y | +3,621.5% | +278.5% | +3,343.0% | +1,671.1% |
| All | +16,706.2% | +4,497.9% | +12,208.2% | +2,914.1% |
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 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