+34.2%
ECHO vs SIMO
+94.5%
-60.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.3% | -2.6% |
| 7D | +4.6% | -16.9% | +21.5% | +5.9% |
| 30D | +0.4% | -35.4% | +35.8% | +2.7% |
| 3M | +7.7% | -31.9% | +39.5% | +9.6% |
| 6M | -18.0% | -19.3% | +1.3% | -15.6% |
| YTD | -9.3% | +98.5% | -107.7% | -8.2% |
| 1Y | +34.2% | +100.5% | -66.3% | +35.3% |
| All | +34.2% | +94.5% | -60.3% | +35.3% |
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