-31.5%
ELAN vs SIMO
+287.2%
-318.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.3% |
| 7D | -6.4% | +12.5% | -18.9% | -8.0% |
| 30D | +0.6% | +18.4% | -17.8% | -2.1% |
| 3M | 0.0% | +5.6% | -5.6% | -2.8% |
| 6M | -3.4% | +116.9% | -120.3% | -18.9% |
| YTD | +1.0% | +188.4% | -187.4% | -21.2% |
| 1Y | +24.7% | +221.3% | -196.6% | -5.9% |
| 3Y | +97.2% | +438.6% | -341.3% | +28.3% |
| 5Y | -31.5% | +287.9% | -319.4% | -53.2% |
| All | -31.5% | +287.2% | -318.7% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling