+12.2%
EEM vs SIMO
+92.3%
-80.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.1% |
| 7D | +5.3% | +14.9% | -9.5% | +3.3% |
| 30D | -7.0% | -27.0% | +20.0% | -3.7% |
| 3M | -8.0% | -25.4% | +17.4% | -5.5% |
| 6M | -6.6% | -30.3% | +23.6% | -3.4% |
| YTD | +12.3% | +95.8% | -83.5% | +4.7% |
| 1Y | +12.2% | +100.0% | -87.9% | +3.6% |
| All | +12.2% | +92.3% | -80.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling