+926.7%
ECHO vs SIMO
+221.6%
+705.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +2.9% |
| 7D | +5.7% | +4.1% | +1.6% | +4.8% |
| 30D | +13.8% | -24.0% | +37.8% | +18.6% |
| 3M | +9.1% | -31.8% | +40.8% | +14.6% |
| 6M | -24.9% | -36.9% | +11.9% | -21.5% |
| YTD | -8.0% | +84.8% | -92.8% | -28.3% |
| 1Y | +42.9% | +99.0% | -56.1% | +8.2% |
| 3Y | +926.7% | +217.9% | +708.8% | +517.0% |
| All | +926.7% | +221.6% | +705.1% | +517.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling