+39.9%
ELV vs SIMO
+94.5%
-54.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -9.6% | +14.5% | +4.7% |
| 7D | +4.8% | -16.9% | +21.7% | +4.4% |
| 30D | +10.1% | -35.4% | +45.4% | +9.5% |
| 3M | +15.4% | -31.9% | +47.2% | +14.8% |
| 6M | +17.7% | -19.3% | +37.0% | +15.5% |
| YTD | +25.7% | +98.5% | -72.8% | +19.8% |
| 1Y | +39.9% | +100.5% | -60.7% | +32.9% |
| All | +39.9% | +94.5% | -54.6% | +32.9% |
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 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