-33.4%
ELAN vs SIMO
+516.7%
-550.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.3% | -3.2% |
| 7D | +0.3% | +14.6% | -14.4% | -2.1% |
| 30D | +8.4% | +6.2% | +2.2% | +6.7% |
| 3M | +1.2% | +3.6% | -2.3% | -1.7% |
| 6M | +2.6% | +130.8% | -128.2% | -17.3% |
| YTD | +5.9% | +195.8% | -189.8% | -20.3% |
| 1Y | +25.8% | +225.0% | -199.2% | -8.1% |
| 3Y | +106.8% | +452.3% | -345.5% | +29.6% |
| 5Y | -29.3% | +303.6% | -332.9% | -54.3% |
| All | -33.4% | +516.7% | -550.1% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling