+384.8%
SIMO vs EL
+56.3%
+328.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +3.5% |
| 7D | -22.0% | +0.8% | -22.8% | -22.1% |
| 30D | -43.0% | +16.5% | -59.6% | -45.6% |
| 3M | -39.1% | +29.2% | -68.3% | -44.0% |
| 6M | -33.3% | +27.9% | -61.2% | -39.2% |
| YTD | +77.0% | +6.2% | +70.8% | +67.5% |
| 1Y | +73.0% | +27.2% | +45.8% | +54.0% |
| 3Y | +215.7% | +3.2% | +212.5% | +179.5% |
| 5Y | +155.6% | -66.0% | +221.6% | +233.6% |
| All | +384.8% | +56.3% | +328.5% | +238.2% |
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