+415.5%
SIMO vs EL
-31.7%
+447.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.0% | +5.7% | +8.2% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | +4.1% | +19.8% | -15.8% | +0.5% |
| 3M | -12.9% | +25.7% | -38.6% | -17.0% |
| 6M | +110.3% | +5.4% | +104.9% | +106.8% |
| YTD | +178.6% | +0.2% | +178.4% | +174.0% |
| 1Y | +220.0% | +20.4% | +199.6% | +199.8% |
| All | +415.5% | -31.7% | +447.1% | +405.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling