+38.9%
ECL vs SIMO
+170.3%
-131.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.8% |
| 7D | +2.9% | +4.1% | -1.3% | +2.7% |
| 30D | +7.5% | -24.0% | +31.5% | +8.2% |
| 3M | +12.2% | -31.8% | +44.0% | +13.1% |
| 6M | +24.6% | -36.9% | +61.4% | +25.1% |
| YTD | +18.8% | +84.8% | -66.1% | +8.2% |
| 1Y | +19.3% | +99.0% | -79.7% | +7.8% |
| 3Y | +78.2% | +217.9% | -139.7% | +50.1% |
| All | +38.9% | +170.3% | -131.4% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling