+412.7%
ECHO vs SITM
+412.8%
-0.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +5.3% | +3.7% | +1.6% | +4.5% |
| 30D | +2.4% | -14.5% | +16.9% | +5.5% |
| 3M | -21.8% | -10.6% | -11.2% | -21.5% |
| 6M | -16.9% | +65.5% | -82.5% | -29.6% |
| YTD | -16.0% | +67.0% | -83.0% | -30.0% |
| 1Y | +9.3% | +138.6% | -129.3% | -19.3% |
| All | +412.7% | +412.8% | -0.1% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling