+683.1%
ELV vs SIMO
+2,368.1%
-1,685.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.9% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | +1.8% | -25.4% | +27.1% | +3.9% |
| 3M | +10.5% | -17.8% | +28.3% | +10.9% |
| 6M | +13.5% | -29.6% | +43.0% | +13.9% |
| YTD | +24.3% | +100.3% | -76.0% | +9.7% |
| 1Y | +38.9% | +100.4% | -61.4% | +22.4% |
| 3Y | -1.5% | +246.1% | -247.5% | -20.0% |
| 5Y | +7.3% | +189.8% | -182.5% | -13.4% |
| 10Y | +268.7% | +434.6% | -165.9% | +165.7% |
| All | +683.1% | +2,368.1% | -1,685.0% | +283.9% |
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 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