+19.9%
ECL vs SIMO
+80.3%
-60.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +2.3% |
| 7D | -0.5% | -8.5% | +7.9% | -0.9% |
| 30D | +8.8% | -34.8% | +43.7% | +6.9% |
| 3M | +7.8% | -32.8% | +40.7% | +6.5% |
| 6M | +21.3% | -32.0% | +53.3% | +20.4% |
| YTD | +17.8% | +87.0% | -69.2% | +17.8% |
| All | +19.9% | +80.3% | -60.4% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling