+18.0%
BLK vs SIMO
+94.5%
-76.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.6% | +15.0% | +5.5% |
| 7D | +5.7% | -16.9% | +22.6% | +5.9% |
| 30D | +14.8% | -35.4% | +50.2% | +15.2% |
| 3M | +8.8% | -31.9% | +40.7% | +9.1% |
| 6M | +17.6% | -19.3% | +36.9% | +17.1% |
| YTD | +16.3% | +98.5% | -82.2% | +10.3% |
| 1Y | +18.0% | +100.5% | -82.5% | +11.3% |
| All | +18.0% | +94.5% | -76.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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