+301.5%
EMR vs SIMO
+436.4%
-134.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +3.4% |
| 7D | +2.1% | -8.2% | +10.3% | +3.4% |
| 30D | +4.8% | -34.6% | +39.4% | +12.0% |
| 3M | +7.5% | -32.6% | +40.1% | +13.1% |
| 6M | +20.9% | -31.8% | +52.7% | +24.3% |
| YTD | +29.2% | +87.6% | -58.4% | +3.3% |
| 1Y | +33.0% | +86.7% | -53.7% | +6.3% |
| 3Y | +109.8% | +227.4% | -117.7% | +43.1% |
| 5Y | +91.9% | +173.0% | -81.1% | +29.5% |
| 10Y | +301.5% | +409.6% | -108.1% | +111.8% |
| All | +301.5% | +436.4% | -134.9% | +111.8% |
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