+338.7%
ELF vs SIMO
+453.3%
-114.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.5% |
| 7D | +4.3% | +0.9% | +3.3% | +3.9% |
| 30D | +7.7% | -25.4% | +33.1% | +12.0% |
| 3M | +24.7% | -17.8% | +42.5% | +25.9% |
| 6M | +114.6% | -29.6% | +144.2% | +116.6% |
| YTD | +55.8% | +100.3% | -44.5% | +18.5% |
| 1Y | +51.9% | +100.4% | -48.4% | +15.5% |
| 3Y | +24.6% | +246.1% | -221.5% | -17.3% |
| 5Y | +279.2% | +189.8% | +89.4% | +152.2% |
| 10Y | +338.7% | +434.6% | -95.9% | +136.9% |
| All | +338.7% | +453.3% | -114.6% | +136.9% |
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 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