+33.6%
ECHO vs SM
+36.8%
-3.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.4% |
| 30D | +2.4% | +25.6% | -23.2% | +2.2% |
| 3M | -28.0% | +8.0% | -36.0% | -27.7% |
| 6M | -21.2% | +50.8% | -72.0% | -23.4% |
| YTD | -17.4% | +97.9% | -115.3% | -22.3% |
| 1Y | +33.6% | +33.8% | -0.2% | +19.1% |
| All | +33.6% | +36.8% | -3.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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