+193.5%
ECL vs SIMO
+395.4%
-201.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +0.4% | -16.0% | +16.5% | +1.7% |
| 30D | +8.6% | -35.8% | +44.3% | +12.1% |
| 3M | +7.9% | -26.5% | +34.4% | +9.4% |
| 6M | +21.0% | -33.0% | +54.0% | +21.8% |
| YTD | +17.5% | +84.3% | -66.8% | +1.5% |
| 1Y | +19.7% | +82.0% | -62.3% | +3.4% |
| 3Y | +77.4% | +218.5% | -141.1% | +37.2% |
| 5Y | +38.7% | +175.0% | -136.3% | +6.0% |
| 10Y | +193.5% | +407.5% | -214.0% | +88.6% |
| All | +193.5% | +395.4% | -201.9% | +88.6% |
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 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