+151.3%
ECHO vs SIMO
+453.3%
-302.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.5% | -3.4% |
| 7D | +3.6% | +0.9% | +2.7% | +3.4% |
| 30D | +7.5% | -25.4% | +32.9% | +12.3% |
| 3M | +16.2% | -17.8% | +33.9% | +18.5% |
| 6M | -20.9% | -29.6% | +8.7% | -18.7% |
| YTD | -6.0% | +100.3% | -106.3% | -23.4% |
| 1Y | +43.4% | +100.4% | -57.0% | +16.7% |
| 3Y | +924.0% | +246.1% | +678.0% | +630.8% |
| 5Y | +249.6% | +189.8% | +59.8% | +147.8% |
| 10Y | +151.3% | +434.6% | -283.3% | +46.9% |
| All | +151.3% | +453.3% | -302.0% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling