+30.6%
EMB vs SIMO
+432.2%
-401.6%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.2% |
| 7D | 0.0% | +4.2% | -4.2% | -0.1% |
| 30D | -0.3% | +4.1% | -4.4% | -0.5% |
| 3M | -0.4% | -12.9% | +12.5% | -0.4% |
| 6M | +0.1% | +110.3% | -110.2% | -3.1% |
| YTD | +1.6% | +178.6% | -177.0% | -3.3% |
| 1Y | +5.6% | +220.0% | -214.4% | -0.5% |
| All | +30.6% | +432.2% | -401.6% | +15.6% |
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 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