+417.8%
SIMO vs BLDR
+473.7%
-55.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.6% |
| 7D | +14.9% | -8.2% | +23.1% | +16.7% |
| 30D | -27.0% | +16.3% | -43.3% | -30.0% |
| 3M | -25.4% | -17.0% | -8.4% | -23.4% |
| 6M | -30.3% | -17.4% | -12.9% | -29.1% |
| YTD | +95.8% | -41.6% | +137.4% | +111.3% |
| 1Y | +100.0% | -43.5% | +143.5% | +117.2% |
| 3Y | +238.3% | -51.6% | +289.9% | +265.2% |
| 5Y | +187.6% | -11.6% | +199.2% | +156.7% |
| All | +417.8% | +473.7% | -55.9% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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