+255.0%
ELF vs SIMO
+269.6%
-14.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +0.6% |
| 7D | +5.4% | +4.2% | +1.1% | +4.6% |
| 30D | +27.0% | +4.1% | +22.9% | +25.4% |
| 3M | +113.2% | -12.9% | +126.1% | +112.9% |
| 6M | +36.6% | +110.3% | -73.8% | +6.7% |
| YTD | +44.2% | +178.6% | -134.3% | +1.4% |
| 1Y | -18.0% | +220.0% | -238.0% | -44.6% |
| 3Y | -19.9% | +409.0% | -429.0% | -52.8% |
| All | +255.0% | +269.6% | -14.5% | +123.2% |
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