+58.2%
ECL vs SIMO
+418.6%
-360.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | 0.0% |
| 7D | -2.6% | +4.2% | -6.8% | -2.7% |
| 30D | -2.2% | +4.1% | -6.3% | -2.3% |
| 3M | +10.1% | -12.9% | +23.0% | +10.3% |
| 6M | -5.7% | +110.3% | -116.1% | -11.1% |
| YTD | +7.0% | +178.6% | -171.6% | -3.3% |
| 1Y | +2.7% | +220.0% | -217.3% | -9.4% |
| All | +58.2% | +418.6% | -360.3% | +18.1% |
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