+275.1%
ELF vs SIMO
+154.7%
+120.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +5.1% |
| 7D | +4.0% | -22.0% | +26.0% | +7.7% |
| 30D | +10.6% | -43.0% | +53.6% | +19.6% |
| 3M | +25.8% | -39.1% | +65.0% | +33.3% |
| 6M | +89.1% | -33.3% | +122.3% | +90.8% |
| YTD | +52.7% | +77.0% | -24.2% | +13.3% |
| 1Y | +51.7% | +73.0% | -21.3% | +13.3% |
| 3Y | +14.2% | +215.7% | -201.5% | -28.7% |
| All | +275.1% | +154.7% | +120.5% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling