+2,186.1%
BLK vs SIMO
+3,332.4%
-1,146.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.0% |
| 7D | -3.6% | +4.2% | -7.9% | -4.5% |
| 30D | -1.0% | +4.1% | -5.1% | -2.5% |
| 3M | +10.4% | -12.9% | +23.2% | +10.2% |
| 6M | +8.2% | +110.3% | -102.2% | -12.3% |
| YTD | +6.0% | +178.6% | -172.5% | -19.8% |
| 1Y | +3.3% | +220.0% | -216.7% | -24.5% |
| 3Y | +70.3% | +409.0% | -338.8% | +10.4% |
| 5Y | +34.5% | +277.3% | -242.8% | -11.0% |
| 10Y | +281.9% | +506.6% | -224.7% | +114.8% |
| All | +2,186.1% | +3,332.4% | -1,146.3% | +526.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling