-18.0%
ELF vs SIMO
+226.2%
-244.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +1.8% |
| 7D | +5.4% | +4.2% | +1.1% | +5.2% |
| 30D | +27.0% | +4.1% | +22.9% | +26.6% |
| 3M | +113.2% | -12.9% | +126.1% | +112.4% |
| 6M | +36.6% | +110.3% | -73.8% | +17.9% |
| YTD | +44.2% | +178.6% | -134.3% | +4.5% |
| 1Y | -18.0% | +220.0% | -238.0% | -41.9% |
| All | -18.0% | +226.2% | -244.2% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling