+843.0%
EMR vs SIMO
+2,368.1%
-1,525.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -8.9% | -1.7% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | +2.8% | -25.4% | +28.2% | +7.0% |
| 3M | +2.0% | -17.8% | +19.7% | +3.5% |
| 6M | +20.7% | -29.6% | +50.3% | +23.3% |
| YTD | +27.3% | +100.3% | -73.0% | +5.2% |
| 1Y | +31.0% | +100.4% | -69.4% | +8.2% |
| 3Y | +103.6% | +246.1% | -142.5% | +49.8% |
| 5Y | +88.6% | +189.8% | -101.2% | +38.1% |
| 10Y | +280.6% | +434.6% | -154.0% | +139.8% |
| All | +843.0% | +2,368.1% | -1,525.1% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling