+33.6%
ECHO vs SIMO
+226.2%
-192.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.4% |
| 7D | +3.4% | +4.2% | -0.8% | +3.2% |
| 30D | +2.4% | +4.1% | -1.7% | +2.0% |
| 3M | -28.0% | -12.9% | -15.1% | -28.2% |
| 6M | -21.2% | +110.3% | -131.6% | -20.9% |
| YTD | -17.4% | +178.6% | -196.0% | -22.6% |
| 1Y | +33.6% | +220.0% | -186.4% | +24.2% |
| All | +33.6% | +226.2% | -192.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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