+58.6%
ELF vs SIMO
+90.9%
-32.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.6% | +9.5% | +3.9% |
| 7D | +1.6% | +4.1% | -2.5% | +1.6% |
| 30D | +9.1% | -24.0% | +33.1% | +9.0% |
| 3M | +28.2% | -31.8% | +59.9% | +28.1% |
| 6M | +119.5% | -36.9% | +156.4% | +118.1% |
| YTD | +55.2% | +84.8% | -29.7% | +29.6% |
| 1Y | +58.6% | +99.0% | -40.4% | +26.7% |
| All | +58.6% | +90.9% | -32.3% | +26.7% |
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