+220.0%
SIMO vs EME
+19.7%
+200.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.6% |
| 7D | +4.2% | +1.9% | +2.3% | +3.0% |
| 30D | +4.1% | -8.3% | +12.4% | +10.3% |
| 3M | -12.9% | -10.7% | -2.1% | -8.2% |
| 6M | +110.3% | +1.9% | +108.5% | +106.6% |
| YTD | +178.6% | +23.5% | +155.1% | +152.4% |
| 1Y | +220.0% | +18.0% | +202.0% | +176.5% |
| All | +220.0% | +19.7% | +200.3% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling