+131.7%
EMB vs SIMO
+1,895.8%
-1,764.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.3% |
| 7D | 0.0% | +4.2% | -4.2% | -0.2% |
| 30D | -0.3% | +4.1% | -4.4% | -0.6% |
| 3M | -0.4% | -12.9% | +12.5% | -0.4% |
| 6M | +0.1% | +110.3% | -110.2% | -3.5% |
| YTD | +1.6% | +178.6% | -177.0% | -3.3% |
| 1Y | +5.6% | +220.0% | -214.4% | -0.1% |
| 3Y | +29.8% | +409.0% | -379.2% | +20.0% |
| 5Y | +7.3% | +277.3% | -270.0% | -0.5% |
| 10Y | +30.4% | +506.6% | -476.2% | +17.5% |
| All | +131.7% | +1,895.8% | -1,764.1% | +86.9% |
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