+64.7%
BLK vs SIMO
+469.0%
-404.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | -2.7% | +14.5% | -17.2% | -3.9% |
| 30D | -4.8% | +20.4% | -25.2% | -6.7% |
| 3M | +6.5% | +7.1% | -0.6% | +4.2% |
| 6M | +13.2% | +129.2% | -116.1% | -3.8% |
| YTD | +1.8% | +201.9% | -200.1% | -19.7% |
| 1Y | -1.0% | +235.5% | -236.5% | -24.6% |
| All | +64.7% | +469.0% | -404.3% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling