+662.6%
ELV vs SIMO
+2,211.6%
-1,549.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.3% |
| 7D | +1.1% | -8.2% | +9.3% | +1.7% |
| 30D | +1.3% | -34.6% | +36.0% | +4.8% |
| 3M | +6.6% | -32.6% | +39.2% | +9.1% |
| 6M | +11.6% | -31.8% | +43.4% | +12.3% |
| YTD | +21.1% | +87.6% | -66.6% | +7.5% |
| 1Y | +34.2% | +86.7% | -52.4% | +19.1% |
| 3Y | -2.9% | +227.4% | -230.4% | -20.8% |
| 5Y | +4.6% | +173.0% | -168.4% | -15.1% |
| 10Y | +272.8% | +409.6% | -136.8% | +169.8% |
| All | +662.6% | +2,211.6% | -1,549.0% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling