+639.8%
ELV vs SIMO
+3,332.4%
-2,692.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.5% | -2.6% |
| 7D | +3.3% | +4.2% | -0.9% | +2.8% |
| 30D | +4.2% | +4.1% | +0.1% | +3.3% |
| 3M | -0.1% | -12.9% | +12.8% | -0.2% |
| 6M | +41.3% | +110.3% | -69.1% | +26.6% |
| YTD | +17.4% | +178.6% | -161.1% | +1.5% |
| 1Y | +35.1% | +220.0% | -184.9% | +14.6% |
| 3Y | -3.2% | +409.0% | -412.3% | -23.5% |
| 5Y | +15.6% | +277.3% | -261.7% | -7.9% |
| 10Y | +276.8% | +506.6% | -229.8% | +171.7% |
| All | +639.8% | +3,332.4% | -2,692.5% | +255.5% |
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