+196.5%
ECL vs SIMO
+453.3%
-256.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.1% |
| 7D | -2.3% | +0.9% | -3.2% | -2.5% |
| 30D | +8.3% | -25.4% | +33.7% | +10.4% |
| 3M | +8.4% | -17.8% | +26.2% | +8.9% |
| 6M | +23.3% | -29.6% | +52.8% | +23.7% |
| YTD | +18.2% | +100.3% | -82.1% | +1.4% |
| 1Y | +18.8% | +100.4% | -81.6% | +1.6% |
| 3Y | +78.5% | +246.1% | -167.6% | +36.9% |
| 5Y | +40.1% | +189.8% | -149.7% | +6.9% |
| 10Y | +196.5% | +434.6% | -238.1% | +88.6% |
| All | +196.5% | +453.3% | -256.8% | +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