+303.6%
SIMO vs EME
+565.5%
-261.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.0% |
| 7D | +14.6% | +5.2% | +9.5% | +12.1% |
| 30D | +6.2% | -5.4% | +11.6% | +9.2% |
| 3M | +3.6% | -6.1% | +9.7% | +7.0% |
| 6M | +130.8% | +9.7% | +121.1% | +123.1% |
| YTD | +195.8% | +26.6% | +169.2% | +170.6% |
| 1Y | +225.0% | +24.6% | +200.4% | +196.4% |
| 3Y | +452.3% | +249.6% | +202.7% | +258.8% |
| 5Y | +303.6% | +556.6% | -253.0% | +125.4% |
| All | +303.6% | +565.5% | -261.9% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling