+126.1%
ECHO vs SITM
+4,532.8%
-4,406.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +2.3% | +4.8% | -2.5% | +1.5% |
| 30D | +4.4% | -9.7% | +14.1% | +5.9% |
| 3M | -20.3% | -9.3% | -11.0% | -20.2% |
| 6M | -15.3% | +69.5% | -84.9% | -24.7% |
| YTD | -15.5% | +70.5% | -86.0% | -25.6% |
| 1Y | +15.0% | +145.3% | -130.3% | -6.2% |
| 3Y | +409.1% | +432.8% | -23.6% | +251.7% |
| 5Y | +260.6% | +174.0% | +86.6% | +150.8% |
| All | +126.1% | +4,532.8% | -4,406.8% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling