+31.1%
EMB vs SIMO
+434.7%
-403.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | +0.4% |
| 7D | +0.8% | -8.5% | +9.3% | +1.1% |
| 30D | +1.5% | -34.8% | +36.3% | +3.3% |
| 3M | -1.9% | -32.8% | +30.9% | -0.7% |
| 6M | -1.6% | -32.0% | +30.4% | -1.0% |
| YTD | 0.0% | +87.0% | -87.0% | -6.2% |
| 1Y | +1.1% | +86.1% | -85.0% | -5.2% |
| 3Y | +30.9% | +226.4% | -195.5% | +16.6% |
| 5Y | +7.1% | +172.1% | -165.1% | -4.8% |
| 10Y | +31.1% | +408.0% | -376.9% | +7.1% |
| All | +31.1% | +434.7% | -403.5% | +7.1% |
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