+579.5%
SIMO vs EME
+1,312.7%
-733.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +3.1% |
| 7D | +14.5% | +2.7% | +11.8% | +13.3% |
| 30D | +20.4% | -6.8% | +27.2% | +24.2% |
| 3M | +7.1% | -8.8% | +16.0% | +12.1% |
| 6M | +129.2% | +5.0% | +124.3% | +126.5% |
| YTD | +201.9% | +23.5% | +178.4% | +180.9% |
| 1Y | +235.5% | +21.3% | +214.2% | +211.9% |
| 3Y | +463.8% | +241.1% | +222.8% | +260.6% |
| 5Y | +306.7% | +549.2% | -242.5% | +105.6% |
| All | +579.5% | +1,312.7% | -733.3% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling