+34.2%
ECHO vs SITM
+47.5%
-13.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.4% | +6.1% | -2.1% |
| 7D | +4.6% | -19.5% | +24.1% | +7.2% |
| 30D | +0.4% | -43.2% | +43.6% | +6.7% |
| 3M | +7.7% | -30.8% | +38.5% | +11.7% |
| 6M | -18.0% | -28.6% | +10.5% | -15.5% |
| YTD | -9.3% | +14.2% | -23.5% | -10.5% |
| 1Y | +34.2% | +44.4% | -10.2% | +32.6% |
| All | +34.2% | +47.5% | -13.3% | +32.6% |
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