+62.7%
EMR vs SIMO
+269.6%
-206.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.6% |
| 7D | -1.5% | +4.2% | -5.8% | -2.1% |
| 30D | -5.6% | +4.1% | -9.7% | -6.6% |
| 3M | +7.9% | -12.9% | +20.8% | +8.4% |
| 6M | +6.0% | +110.3% | -104.3% | -8.7% |
| YTD | +16.4% | +178.6% | -162.1% | -6.0% |
| 1Y | +16.6% | +220.0% | -203.4% | -8.9% |
| 3Y | +62.9% | +409.0% | -346.2% | +14.8% |
| All | +62.7% | +269.6% | -206.8% | +17.6% |
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