+15.9%
ECHO vs SIMO
+235.9%
-220.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.2% | -2.1% | +3.8% |
| 7D | +8.6% | +14.6% | -6.0% | +7.9% |
| 30D | +3.8% | +6.2% | -2.5% | +3.4% |
| 3M | -19.9% | +3.6% | -23.5% | -20.3% |
| 6M | -12.1% | +130.8% | -142.8% | -10.8% |
| YTD | -14.1% | +195.8% | -209.8% | -17.1% |
| 1Y | +15.9% | +225.0% | -209.1% | +13.1% |
| All | +15.9% | +235.9% | -220.0% | +13.1% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling