+133.4%
EEM vs SIMO
+535.1%
-401.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.9% |
| 7D | +3.1% | +14.6% | -11.5% | +0.5% |
| 30D | +4.9% | +6.2% | -1.3% | +3.2% |
| 3M | +5.2% | +3.6% | +1.7% | +2.9% |
| 6M | +20.7% | +130.8% | -110.1% | -0.2% |
| YTD | +26.5% | +195.8% | -169.3% | -1.3% |
| 1Y | +37.8% | +225.0% | -187.2% | +5.1% |
| 3Y | +91.0% | +452.3% | -361.3% | +27.8% |
| 5Y | +47.0% | +303.6% | -256.6% | +0.4% |
| All | +133.4% | +535.1% | -401.7% | +30.9% |
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