+281.7%
EMR vs SIMO
+409.2%
-127.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.9% |
| 7D | +0.7% | -16.0% | +16.7% | +3.6% |
| 30D | +3.5% | -35.8% | +39.3% | +11.1% |
| 3M | +5.9% | -26.5% | +32.4% | +9.9% |
| 6M | +19.4% | -33.0% | +52.5% | +23.2% |
| YTD | +27.7% | +84.3% | -56.7% | +2.4% |
| 1Y | +30.9% | +82.0% | -51.1% | +5.1% |
| 3Y | +104.2% | +218.5% | -114.3% | +39.8% |
| 5Y | +89.6% | +175.0% | -85.4% | +27.3% |
| All | +281.7% | +409.2% | -127.5% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling