-16.9%
ECHO vs SCHG
+16.2%
-33.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.4% |
| 7D | +5.3% | -0.9% | +6.2% | +6.5% |
| 30D | +2.4% | -2.3% | +4.7% | +5.5% |
| 3M | -21.8% | +4.5% | -26.3% | -26.2% |
| 6M | -16.9% | +13.6% | -30.5% | -24.8% |
| All | -16.9% | +16.2% | -33.1% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 6mo: compounded portfolio wealth divided by compounded SCHG 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…
6mo analysis · Full analysis span regression · 6 months rolling