+267.8%
EMR vs SIMO
+515.6%
-247.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.5% |
| 7D | +3.1% | +14.6% | -11.5% | +0.5% |
| 30D | -3.5% | +6.2% | -9.7% | -5.1% |
| 3M | +9.8% | +3.6% | +6.2% | +6.8% |
| 6M | +10.8% | +130.8% | -120.0% | -11.0% |
| YTD | +15.9% | +195.8% | -179.8% | -13.1% |
| 1Y | +16.4% | +225.0% | -208.6% | -15.1% |
| 3Y | +62.1% | +452.3% | -390.2% | +2.3% |
| 5Y | +62.9% | +303.6% | -240.7% | +4.9% |
| 10Y | +267.8% | +528.8% | -261.0% | +94.9% |
| All | +267.8% | +515.6% | -247.9% | +94.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling