+20.9%
ECHO vs SITM
+155.7%
-134.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +0.8% |
| 7D | +3.7% | +3.9% | -0.1% | +3.3% |
| 30D | +0.7% | -6.6% | +7.3% | +1.2% |
| 3M | -27.3% | -11.9% | -15.4% | -27.3% |
| 6M | -17.0% | +81.1% | -98.1% | -22.2% |
| YTD | -14.3% | +80.0% | -94.3% | -19.7% |
| 1Y | +20.9% | +145.8% | -124.9% | +15.1% |
| All | +20.9% | +155.7% | -134.8% | +15.1% |
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