+241.6%
ECHO vs SIMO
+269.6%
-28.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.1% |
| 7D | +3.4% | +4.2% | -0.8% | +2.8% |
| 30D | +2.4% | +4.1% | -1.7% | +1.3% |
| 3M | -28.0% | -12.9% | -15.1% | -27.6% |
| 6M | -21.2% | +110.3% | -131.6% | -31.9% |
| YTD | -17.4% | +178.6% | -196.0% | -33.6% |
| 1Y | +33.6% | +220.0% | -186.4% | +3.6% |
| 3Y | +419.7% | +409.0% | +10.6% | +266.2% |
| All | +241.6% | +269.6% | -28.0% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling