+223.8%
SIMO vs EME
+21.8%
+201.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.3% | +2.9% | +4.3% |
| 7D | +11.0% | +3.5% | +7.5% | +8.6% |
| 30D | +17.9% | -6.3% | +24.2% | +23.3% |
| 3M | +3.9% | -3.8% | +7.7% | +5.5% |
| 6M | +131.0% | +8.5% | +122.5% | +119.0% |
| YTD | +209.3% | +27.8% | +181.5% | +173.3% |
| 1Y | +223.8% | +22.2% | +201.5% | +170.9% |
| All | +223.8% | +21.8% | +201.9% | +170.9% |
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