+73.0%
SIMO vs EL
+22.5%
+50.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +1.9% | +4.2% |
| 7D | -22.0% | +0.8% | -22.8% | -21.8% |
| 30D | -43.0% | +16.5% | -59.6% | -42.6% |
| 3M | -39.1% | +29.2% | -68.3% | -38.4% |
| 6M | -33.3% | +27.9% | -61.2% | -32.3% |
| YTD | +77.0% | +6.2% | +70.8% | +83.1% |
| 1Y | +73.0% | +27.2% | +45.8% | +66.4% |
| All | +73.0% | +22.5% | +50.5% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling