-35.6%
ELAN vs SIMO
+544.9%
-580.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.9% | +0.2% |
| 7D | -5.4% | +11.0% | -16.5% | -7.1% |
| 30D | +4.7% | +17.9% | -13.2% | +1.5% |
| 3M | -3.7% | +3.9% | -7.6% | -6.5% |
| 6M | -1.2% | +131.0% | -132.2% | -20.2% |
| YTD | +2.4% | +209.3% | -206.9% | -23.6% |
| 1Y | +23.4% | +223.8% | -200.4% | -9.5% |
| 3Y | +96.7% | +479.2% | -382.5% | +22.2% |
| 5Y | -30.6% | +316.0% | -346.6% | -55.4% |
| All | -35.6% | +544.9% | -580.5% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling