+181.4%
ECHO vs SIMO
+479.9%
-298.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.4% |
| 7D | +3.4% | +4.2% | -0.8% | +2.6% |
| 30D | +2.4% | +4.1% | -1.7% | +1.1% |
| 3M | -28.0% | -12.9% | -15.1% | -27.6% |
| 6M | -21.2% | +110.3% | -131.6% | -33.8% |
| YTD | -17.4% | +178.6% | -196.0% | -35.4% |
| 1Y | +33.6% | +220.0% | -186.4% | +1.0% |
| 3Y | +419.7% | +409.0% | +10.6% | +253.2% |
| 5Y | +241.7% | +277.3% | -35.6% | +136.0% |
| All | +181.4% | +479.9% | -298.5% | +68.1% |
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 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