+341.0%
EEM vs SIMO
+3,332.4%
-2,991.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.9% | +0.1% |
| 7D | +2.3% | +4.2% | -1.9% | +1.4% |
| 30D | +4.5% | +4.1% | +0.4% | +3.0% |
| 3M | -0.1% | -12.9% | +12.8% | +0.8% |
| 6M | +16.9% | +110.3% | -93.4% | -4.3% |
| YTD | +26.2% | +178.6% | -152.4% | -3.5% |
| 1Y | +40.5% | +220.0% | -179.5% | +3.8% |
| 3Y | +86.2% | +409.0% | -322.9% | +21.5% |
| 5Y | +45.5% | +277.3% | -231.9% | -3.1% |
| 10Y | +128.6% | +506.6% | -378.0% | +28.2% |
| All | +341.0% | +3,332.4% | -2,991.4% | +16.3% |
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