+3,365.1%
SIMO vs EME
+6,545.1%
-3,180.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.9% |
| 7D | +4.2% | +1.9% | +2.3% | +3.3% |
| 30D | +4.1% | -8.3% | +12.4% | +8.7% |
| 3M | -12.9% | -10.7% | -2.1% | -6.6% |
| 6M | +110.3% | +1.9% | +108.5% | +110.0% |
| YTD | +178.6% | +23.5% | +155.1% | +153.4% |
| 1Y | +220.0% | +18.0% | +202.0% | +194.2% |
| 3Y | +409.0% | +236.1% | +172.9% | +174.8% |
| 5Y | +277.3% | +527.9% | -250.6% | +45.4% |
| 10Y | +506.6% | +1,252.8% | -746.2% | +42.6% |
| All | +3,365.1% | +6,545.1% | -3,180.0% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling