+8.0%
ELF vs SIMO
+202.0%
-194.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.4% | +11.1% | -1.2% |
| 7D | -2.7% | -31.4% | +28.6% | +2.3% |
| 30D | +6.9% | -45.2% | +52.0% | +15.8% |
| 3M | +27.2% | -36.5% | +63.7% | +33.2% |
| 6M | +84.9% | -34.2% | +119.1% | +84.9% |
| YTD | +44.5% | +69.9% | -25.4% | -3.1% |
| 1Y | -6.8% | +60.4% | -67.2% | -35.3% |
| All | +8.0% | +202.0% | -194.0% | -49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling