+159.8%
ECHO vs SM
+4.2%
+155.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.8% |
| 7D | +2.2% | -19.5% | +21.7% | +4.7% |
| 30D | +9.8% | -20.2% | +30.0% | +12.5% |
| 3M | +16.8% | -6.5% | +23.3% | +17.1% |
| 6M | -18.1% | +1.6% | -19.6% | -19.1% |
| YTD | -4.2% | +61.2% | -65.4% | -11.1% |
| 1Y | +41.2% | +65.4% | -24.1% | +30.4% |
| 3Y | +943.7% | -13.0% | +956.7% | +918.8% |
| 5Y | +277.5% | -4.3% | +281.8% | +255.5% |
| 10Y | +159.8% | +3.0% | +156.7% | +86.6% |
| All | +159.8% | +4.2% | +155.6% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling