+31.2%
BLK vs SIMO
+312.7%
-281.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.4% |
| 7D | -2.7% | +14.5% | -17.2% | -4.2% |
| 30D | -4.8% | +20.4% | -25.2% | -7.0% |
| 3M | +6.5% | +7.1% | -0.6% | +3.9% |
| 6M | +13.1% | +129.2% | -116.1% | -3.6% |
| YTD | +1.8% | +201.9% | -200.1% | -18.4% |
| 1Y | -1.0% | +235.5% | -236.5% | -22.6% |
| 3Y | +66.0% | +463.8% | -397.9% | +15.0% |
| 5Y | +31.2% | +306.7% | -275.5% | -5.9% |
| All | +31.2% | +312.7% | -281.5% | -5.9% |
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