+3,365.1%
SIMO vs EL
+602.8%
+2,762.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.0% | +5.7% | +7.6% |
| 7D | +4.2% | +0.8% | +3.4% | +4.0% |
| 30D | +4.1% | +19.8% | -15.8% | -3.8% |
| 3M | -12.9% | +25.7% | -38.6% | -21.6% |
| 6M | +110.3% | +5.4% | +104.9% | +99.8% |
| YTD | +178.6% | +0.2% | +178.4% | +164.9% |
| 1Y | +220.0% | +20.4% | +199.6% | +180.2% |
| 3Y | +409.0% | -32.1% | +441.2% | +419.5% |
| 5Y | +277.3% | -67.2% | +344.5% | +415.1% |
| 10Y | +506.6% | +31.7% | +474.9% | +287.7% |
| All | +3,365.1% | +602.8% | +2,762.3% | +768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling