+29.6%
EMB vs SIMO
+221.6%
-192.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.1% |
| 7D | -0.9% | +4.1% | -5.0% | -1.0% |
| 30D | +0.4% | -24.0% | +24.3% | +0.8% |
| 3M | -3.1% | -31.8% | +28.6% | -2.6% |
| 6M | -2.1% | -36.9% | +34.8% | -1.6% |
| YTD | -1.1% | +84.8% | -85.9% | -4.9% |
| 1Y | -0.1% | +99.0% | -99.0% | -4.4% |
| 3Y | +29.6% | +217.9% | -188.4% | +18.4% |
| All | +29.6% | +221.6% | -192.0% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling