+44.8%
BLK vs SIMO
+170.3%
-125.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.6% | +6.1% | +1.1% |
| 7D | +3.7% | +4.1% | -0.4% | +3.2% |
| 30D | +13.9% | -24.0% | +37.9% | +16.4% |
| 3M | +3.9% | -31.8% | +35.7% | +6.7% |
| 6M | +13.0% | -36.9% | +49.9% | +15.0% |
| YTD | +16.1% | +84.8% | -68.7% | -3.0% |
| 1Y | +16.8% | +99.0% | -82.2% | -4.0% |
| 3Y | +97.7% | +217.9% | -120.3% | +44.4% |
| All | +44.8% | +170.3% | -125.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling