+33.6%
ECHO vs SITM
+174.8%
-141.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.7% |
| 7D | +3.4% | +9.7% | -6.3% | +2.3% |
| 30D | +2.4% | +12.7% | -10.3% | +0.7% |
| 3M | -28.0% | -13.4% | -14.5% | -27.7% |
| 6M | -21.2% | +59.6% | -80.9% | -26.3% |
| YTD | -17.4% | +73.3% | -90.7% | -23.2% |
| 1Y | +33.6% | +165.5% | -132.0% | +23.4% |
| All | +33.6% | +174.8% | -141.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling