+114.1%
EEM vs SIMO
+395.4%
-281.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | -0.9% | -16.0% | +15.2% | +2.1% |
| 30D | -9.3% | -35.8% | +26.4% | -2.7% |
| 3M | -7.1% | -26.5% | +19.4% | -3.5% |
| 6M | -10.4% | -33.0% | +22.6% | -6.8% |
| YTD | +11.3% | +84.3% | -73.1% | -7.0% |
| 1Y | +11.3% | +82.0% | -70.7% | -6.9% |
| 3Y | +69.6% | +218.5% | -148.9% | +23.3% |
| 5Y | +33.6% | +175.0% | -141.4% | -4.4% |
| 10Y | +114.1% | +407.5% | -293.4% | +22.9% |
| All | +114.1% | +395.4% | -281.3% | +22.9% |
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