+258.3%
ECHO vs SIMO
+1,211.0%
-952.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.1% | +4.5% |
| 7D | -2.4% | -22.0% | +19.6% | +1.5% |
| 30D | -3.1% | -43.0% | +39.9% | +5.8% |
| 3M | +8.7% | -39.1% | +47.9% | +16.4% |
| 6M | -24.8% | -33.3% | +8.5% | -21.9% |
| YTD | -13.0% | +77.0% | -89.9% | -25.9% |
| 1Y | +33.9% | +73.0% | -39.1% | +14.3% |
| 3Y | +791.8% | +215.7% | +576.1% | +575.6% |
| 5Y | +261.7% | +155.6% | +106.1% | +174.1% |
| 10Y | +157.3% | +388.4% | -231.1% | +66.4% |
| All | +258.3% | +1,211.0% | -952.7% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling