+268.4%
ELV vs SIMO
+395.4%
-127.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.5% | +2.8% |
| 7D | +3.8% | -16.0% | +19.9% | +4.8% |
| 30D | +4.1% | -35.8% | +39.9% | +6.6% |
| 3M | +8.5% | -26.5% | +35.0% | +9.5% |
| 6M | +14.6% | -33.0% | +47.6% | +14.8% |
| YTD | +24.4% | +84.3% | -60.0% | +11.5% |
| 1Y | +44.2% | +82.0% | -37.7% | +29.3% |
| 3Y | -1.4% | +218.5% | -219.9% | -18.5% |
| 5Y | +8.8% | +175.0% | -166.2% | -11.4% |
| 10Y | +268.4% | +407.5% | -139.1% | +152.6% |
| All | +268.4% | +395.4% | -127.0% | +152.6% |
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