-3.9%
ELF vs SIMO
+94.5%
-98.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.6% | +11.5% | +2.1% |
| 7D | -1.5% | -16.9% | +15.3% | -1.3% |
| 30D | +9.5% | -35.4% | +44.9% | +10.3% |
| 3M | +29.4% | -31.9% | +61.2% | +29.9% |
| 6M | +83.7% | -19.3% | +103.0% | +80.8% |
| YTD | +49.4% | +98.5% | -49.0% | +6.3% |
| 1Y | -3.9% | +100.5% | -104.5% | -32.1% |
| All | -3.9% | +94.5% | -98.4% | -32.1% |
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