-6.2%
ELV vs SIMO
+462.5%
-468.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.5% | -1.4% |
| 7D | -0.3% | +14.6% | -14.9% | -0.4% |
| 30D | +2.0% | +6.2% | -4.2% | +1.8% |
| 3M | -3.5% | +3.6% | -7.0% | -3.9% |
| 6M | +40.2% | +130.8% | -90.6% | +34.6% |
| YTD | +15.8% | +195.8% | -179.9% | +10.4% |
| 1Y | +33.2% | +225.0% | -191.8% | +26.3% |
| 3Y | -6.2% | +452.3% | -458.5% | -16.6% |
| All | -6.2% | +462.5% | -468.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling