+77.8%
ECL vs SIMO
+214.6%
-136.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -1.7% |
| 7D | -0.8% | -22.0% | +21.2% | -0.7% |
| 30D | +8.1% | -43.0% | +51.2% | +8.5% |
| 3M | +6.4% | -39.1% | +45.5% | +6.6% |
| 6M | +14.8% | -33.3% | +48.0% | +14.2% |
| YTD | +15.5% | +77.0% | -61.5% | +5.8% |
| 1Y | +20.1% | +73.0% | -52.9% | +10.2% |
| 3Y | +77.8% | +215.7% | -138.0% | +49.3% |
| All | +77.8% | +214.6% | -136.8% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling