+998.6%
ECL vs SIMO
+3,332.4%
-2,333.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.8% |
| 7D | -2.6% | +4.2% | -6.8% | -3.1% |
| 30D | -2.2% | +4.1% | -6.3% | -3.0% |
| 3M | +10.1% | -12.9% | +23.0% | +9.9% |
| 6M | -5.7% | +110.3% | -116.1% | -16.8% |
| YTD | +7.0% | +178.6% | -171.6% | -9.4% |
| 1Y | +2.7% | +220.0% | -217.3% | -14.9% |
| 3Y | +57.7% | +409.0% | -351.3% | +21.1% |
| 5Y | +31.1% | +277.3% | -246.2% | +1.9% |
| 10Y | +150.9% | +506.6% | -355.7% | +75.9% |
| All | +998.6% | +3,332.4% | -2,333.7% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling