+153.2%
ECL vs SIMO
+515.6%
-362.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.0% |
| 7D | -0.8% | +14.6% | -15.4% | -2.0% |
| 30D | -2.5% | +6.2% | -8.7% | -3.3% |
| 3M | +8.3% | +3.6% | +4.8% | +6.5% |
| 6M | -1.1% | +130.8% | -131.9% | -13.5% |
| YTD | +6.5% | +195.8% | -189.3% | -10.7% |
| 1Y | +2.1% | +225.0% | -222.9% | -16.1% |
| 3Y | +57.6% | +452.3% | -394.7% | +17.0% |
| 5Y | +28.1% | +303.6% | -275.5% | -3.4% |
| 10Y | +153.2% | +528.8% | -375.5% | +64.7% |
| All | +153.2% | +515.6% | -362.4% | +64.7% |
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