+90.2%
EMR vs SIMO
+170.3%
-80.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.8% |
| 7D | +2.8% | +4.1% | -1.3% | +2.2% |
| 30D | +3.7% | -24.0% | +27.6% | +6.8% |
| 3M | +2.0% | -31.8% | +33.8% | +5.9% |
| 6M | +22.1% | -36.9% | +59.0% | +26.2% |
| YTD | +27.2% | +84.8% | -57.6% | +7.3% |
| 1Y | +32.0% | +99.0% | -67.0% | +9.6% |
| 3Y | +103.3% | +217.9% | -114.7% | +50.7% |
| All | +90.2% | +170.3% | -80.1% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling