-29.6%
SIMO vs EME
-27.0%
-2.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.3% | +5.4% | +4.5% |
| 7D | +0.9% | +4.3% | -3.4% | -3.6% |
| 30D | -25.4% | -14.4% | -11.0% | -8.3% |
| 3M | -17.8% | -18.3% | +0.6% | +7.1% |
| 6M | -29.6% | -28.3% | -1.2% | +12.5% |
| All | -29.6% | -27.0% | -2.5% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling