+156.7%
SIMO vs BLDR
-8.6%
+165.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.8% |
| 7D | -22.0% | -3.7% | -18.3% | -21.8% |
| 30D | -43.0% | +16.8% | -59.8% | -44.9% |
| 3M | -39.1% | -13.7% | -25.4% | -38.1% |
| 6M | -33.3% | -21.9% | -11.4% | -31.4% |
| YTD | +77.0% | -39.2% | +116.2% | +88.5% |
| 1Y | +73.0% | -42.6% | +115.7% | +86.5% |
| 3Y | +215.7% | -50.2% | +265.9% | +233.8% |
| All | +156.7% | -8.6% | +165.4% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling