+84.4%
SIMO vs EME
-0.6%
+85.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.7% |
| 7D | -16.0% | -8.8% | -7.3% | -8.5% |
| 30D | -35.8% | -18.2% | -17.6% | -22.8% |
| 3M | -26.5% | -20.2% | -6.3% | -9.7% |
| 6M | -33.0% | -29.9% | -3.1% | -16.2% |
| YTD | +84.3% | +5.7% | +78.6% | +85.1% |
| All | +84.4% | -0.6% | +85.0% | +92.0% |
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