+409.6%
SIMO vs EL
+63.1%
+346.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.9% |
| 7D | -8.2% | +8.0% | -16.2% | -10.1% |
| 30D | -34.6% | +15.4% | -50.0% | -37.4% |
| 3M | -32.6% | +28.5% | -61.1% | -37.9% |
| 6M | -31.8% | +32.2% | -64.0% | -38.4% |
| YTD | +87.6% | +9.2% | +78.4% | +76.3% |
| 1Y | +86.7% | +30.8% | +55.9% | +64.9% |
| 3Y | +227.4% | +3.7% | +223.8% | +190.3% |
| 5Y | +173.0% | -64.8% | +237.8% | +252.6% |
| 10Y | +409.6% | +60.0% | +349.6% | +251.8% |
| All | +409.6% | +63.1% | +346.6% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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