+549.0%
SIMO vs EME
+1,301.6%
-752.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | +12.5% | +0.9% | +11.6% | +12.2% |
| 30D | +18.4% | -8.4% | +26.8% | +23.0% |
| 3M | +5.6% | -3.6% | +9.2% | +8.4% |
| 6M | +116.9% | +3.6% | +113.4% | +115.5% |
| YTD | +188.4% | +22.5% | +165.9% | +169.2% |
| 1Y | +221.3% | +18.2% | +203.1% | +201.6% |
| 3Y | +438.6% | +238.4% | +200.2% | +245.6% |
| 5Y | +287.9% | +550.5% | -262.6% | +96.1% |
| All | +549.0% | +1,301.6% | -752.6% | +157.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling