-2.0%
EMB vs SIMO
-36.2%
+34.2%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | -0.1% | -21.7% | +21.6% | +0.1% |
| 30D | +1.3% | -42.9% | +44.2% | +1.8% |
| 3M | -2.2% | -38.9% | +36.7% | -1.9% |
| All | -2.0% | -36.2% | +34.2% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling