+121.1%
EEM vs SIMO
+394.4%
-273.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.6% |
| 7D | +2.7% | +4.1% | -1.4% | +1.9% |
| 30D | -5.4% | -24.0% | +18.6% | -1.4% |
| 3M | -8.6% | -31.8% | +23.1% | -3.8% |
| 6M | -8.9% | -36.9% | +28.0% | -4.2% |
| YTD | +11.9% | +84.8% | -72.9% | -6.6% |
| 1Y | +13.1% | +99.0% | -85.9% | -7.2% |
| 3Y | +70.7% | +217.9% | -147.3% | +23.8% |
| 5Y | +31.8% | +171.5% | -139.7% | -5.6% |
| All | +121.1% | +394.4% | -273.3% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling