+192.7%
ECHO vs SIMO
+515.6%
-322.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +3.0% |
| 7D | +8.6% | +14.6% | -6.0% | +6.1% |
| 30D | +3.8% | +6.2% | -2.5% | +2.3% |
| 3M | -19.9% | +3.6% | -23.5% | -21.7% |
| 6M | -12.1% | +130.8% | -142.8% | -27.3% |
| YTD | -14.1% | +195.8% | -209.8% | -33.4% |
| 1Y | +15.9% | +225.0% | -209.1% | -12.5% |
| 3Y | +417.8% | +452.3% | -34.5% | +247.4% |
| 5Y | +259.3% | +303.6% | -44.3% | +145.4% |
| 10Y | +192.7% | +528.8% | -336.0% | +73.2% |
| All | +192.7% | +515.6% | -322.9% | +73.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling