+17.9%
ECL vs SIMO
+92.3%
-74.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -1.2% |
| 7D | -0.5% | +14.9% | -15.3% | +0.2% |
| 30D | +6.6% | -27.0% | +33.6% | +5.2% |
| 3M | +9.6% | -25.4% | +35.0% | +8.7% |
| 6M | +21.6% | -30.3% | +51.9% | +20.8% |
| YTD | +16.9% | +95.8% | -78.9% | +16.9% |
| 1Y | +17.9% | +100.0% | -82.2% | +18.0% |
| All | +17.9% | +92.3% | -74.4% | +18.0% |
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