+260.6%
ECHO vs SITM
+176.0%
+84.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +2.3% | +4.8% | -2.5% | +1.4% |
| 30D | +4.4% | -9.7% | +14.1% | +6.0% |
| 3M | -20.3% | -9.3% | -11.0% | -20.2% |
| 6M | -15.3% | +69.5% | -84.9% | -25.9% |
| YTD | -15.5% | +70.5% | -86.0% | -26.9% |
| 1Y | +15.0% | +145.3% | -130.3% | -9.0% |
| 3Y | +409.1% | +432.8% | -23.6% | +233.1% |
| 5Y | +260.6% | +174.0% | +86.6% | +137.0% |
| All | +260.6% | +176.0% | +84.6% | +137.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling