+280.8%
EEM vs SIMO
+2,080.4%
-1,799.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -1.9% | +1.4% |
| 7D | -2.8% | -22.0% | +19.2% | +1.8% |
| 30D | -11.9% | -43.0% | +31.1% | -2.3% |
| 3M | -8.8% | -39.1% | +30.4% | -1.2% |
| 6M | -11.6% | -33.3% | +21.6% | -7.7% |
| YTD | +9.0% | +77.0% | -68.0% | -10.0% |
| 1Y | +10.6% | +73.0% | -62.4% | -8.4% |
| 3Y | +64.4% | +215.7% | -151.4% | +16.5% |
| 5Y | +31.0% | +155.6% | -124.6% | -7.0% |
| 10Y | +105.6% | +388.4% | -282.8% | +18.8% |
| All | +280.8% | +2,080.4% | -1,799.6% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling