+132.3%
EEM vs SIMO
+548.4%
-416.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | +2.0% | +14.5% | -12.5% | -0.5% |
| 30D | +5.1% | +20.4% | -15.3% | +1.2% |
| 3M | +4.6% | +7.1% | -2.5% | +1.7% |
| 6M | +17.8% | +129.2% | -111.5% | -2.5% |
| YTD | +25.8% | +201.9% | -176.1% | -2.2% |
| 1Y | +36.4% | +235.5% | -199.1% | +3.3% |
| 3Y | +90.0% | +463.8% | -373.8% | +26.7% |
| 5Y | +46.6% | +306.7% | -260.1% | 0.0% |
| 10Y | +132.3% | +579.5% | -447.2% | +29.7% |
| All | +132.3% | +548.4% | -416.2% | +29.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling