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  • SIMO vs BLDR✓SelectedUSD · BLDRSIMO vs BLDR performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+528.8%
BLDR return
+359.8%
Excess return
+169.0%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D+6.2%-4.9%+11.0%+7.2%
7D+14.6%-0.3%+14.9%+14.6%
30D+6.2%-16.2%+22.4%+9.9%
3M+3.6%-14.4%+18.0%+5.8%
6M+130.8%-32.8%+163.6%+146.2%
YTD+195.8%-39.2%+234.9%+220.0%
1Y+225.0%-57.7%+282.7%+282.1%
3Y+452.3%-55.3%+507.6%+513.5%
5Y+303.6%+15.6%+288.0%+241.0%
10Y+528.8%+359.8%+169.0%+236.0%
All+528.8%+359.8%+169.0%+236.0%

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