+1,086.0%
ECL vs SIMO
+2,080.4%
-994.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -2.1% |
| 7D | -0.8% | -22.0% | +21.2% | +1.6% |
| 30D | +8.1% | -43.0% | +51.2% | +13.9% |
| 3M | +6.4% | -39.1% | +45.5% | +10.5% |
| 6M | +14.8% | -33.3% | +48.0% | +16.1% |
| YTD | +15.5% | +77.0% | -61.5% | +1.5% |
| 1Y | +20.1% | +73.0% | -52.9% | +5.7% |
| 3Y | +77.8% | +215.7% | -138.0% | +42.1% |
| 5Y | +37.9% | +155.6% | -117.8% | +10.4% |
| 10Y | +202.7% | +388.4% | -185.7% | +114.7% |
| All | +1,086.0% | +2,080.4% | -994.5% | +461.6% |
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