+269.4%
EMR vs SIMO
+479.9%
-210.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.2% |
| 7D | -1.5% | +4.2% | -5.8% | -2.3% |
| 30D | -5.6% | +4.1% | -9.7% | -6.9% |
| 3M | +7.9% | -12.9% | +20.8% | +8.4% |
| 6M | +6.0% | +110.3% | -104.3% | -13.2% |
| YTD | +16.4% | +178.6% | -162.1% | -11.7% |
| 1Y | +16.6% | +220.0% | -203.4% | -14.9% |
| 3Y | +62.9% | +409.0% | -346.2% | +4.4% |
| 5Y | +60.1% | +277.3% | -217.2% | +4.5% |
| All | +269.4% | +479.9% | -210.5% | +98.0% |
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