+255.8%
ELV vs SIMO
+394.4%
-138.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.3% |
| 7D | +1.0% | +4.1% | -3.2% | +0.7% |
| 30D | +0.4% | -24.0% | +24.3% | +1.7% |
| 3M | +8.4% | -31.8% | +40.1% | +9.9% |
| 6M | +8.4% | -36.9% | +45.3% | +9.2% |
| YTD | +24.4% | +84.8% | -60.5% | +11.4% |
| 1Y | +33.5% | +99.0% | -65.5% | +18.6% |
| 3Y | -2.1% | +217.9% | -220.0% | -19.1% |
| 5Y | +5.8% | +171.5% | -165.7% | -13.6% |
| All | +255.8% | +394.4% | -138.6% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling