+197.7%
ECL vs SIMO
+436.4%
-238.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.5% |
| 7D | -0.5% | -8.2% | +7.6% | 0.0% |
| 30D | +8.8% | -34.6% | +43.5% | +12.2% |
| 3M | +7.8% | -32.6% | +40.5% | +10.2% |
| 6M | +21.3% | -31.8% | +53.1% | +22.0% |
| YTD | +17.8% | +87.6% | -69.8% | +1.6% |
| 1Y | +21.1% | +86.7% | -65.6% | +4.3% |
| 3Y | +80.1% | +227.4% | -147.4% | +38.8% |
| 5Y | +40.5% | +173.0% | -132.5% | +7.7% |
| 10Y | +197.7% | +409.6% | -211.9% | +91.1% |
| All | +197.7% | +436.4% | -238.6% | +91.1% |
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