+85.2%
SIMO vs EL
+30.3%
+55.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +5.8% |
| 7D | -8.2% | +8.0% | -16.2% | -7.8% |
| 30D | -34.6% | +15.4% | -50.0% | -34.1% |
| 3M | -32.6% | +28.5% | -61.1% | -31.7% |
| 6M | -31.8% | +32.2% | -64.0% | -30.8% |
| YTD | +87.6% | +9.2% | +78.4% | +94.5% |
| All | +85.2% | +30.3% | +55.0% | +83.1% |
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