+465.4%
SIMO vs EME
+240.3%
+225.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +3.4% |
| 7D | +14.5% | +2.7% | +11.8% | +12.9% |
| 30D | +20.4% | -6.8% | +27.2% | +25.3% |
| 3M | +7.1% | -8.8% | +16.0% | +12.6% |
| 6M | +129.2% | +5.0% | +124.3% | +124.6% |
| YTD | +201.9% | +23.5% | +178.4% | +175.2% |
| 1Y | +235.5% | +21.3% | +214.2% | +203.8% |
| All | +465.4% | +240.3% | +225.1% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling