+280.3%
EMR vs SIMO
+423.7%
-143.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | +2.7% | +14.9% | -12.2% | 0.0% |
| 30D | +2.1% | -27.0% | +29.1% | +7.0% |
| 3M | +2.3% | -25.4% | +27.6% | +5.8% |
| 6M | +22.5% | -30.3% | +52.8% | +25.4% |
| YTD | +27.2% | +95.8% | -68.6% | +0.8% |
| 1Y | +28.0% | +100.0% | -72.0% | +0.8% |
| 3Y | +103.4% | +238.3% | -134.8% | +37.7% |
| 5Y | +88.2% | +187.6% | -99.4% | +25.4% |
| All | +280.3% | +423.7% | -143.5% | +96.5% |
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