+275.1%
BLK vs SIMO
+605.2%
-330.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.2% | -5.6% | +0.5% |
| 7D | -3.3% | +11.0% | -14.3% | -5.0% |
| 30D | -6.5% | +17.9% | -24.4% | -9.4% |
| 3M | +6.7% | +3.9% | +2.8% | +3.7% |
| 6M | +14.7% | +131.0% | -116.3% | -7.4% |
| YTD | +2.5% | +209.3% | -206.8% | -23.2% |
| 1Y | -2.8% | +223.8% | -226.5% | -28.4% |
| 3Y | +65.9% | +479.2% | -413.4% | +4.5% |
| 5Y | +33.0% | +316.0% | -283.0% | -13.8% |
| All | +275.1% | +605.2% | -330.1% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling