+144.9%
ECHO vs SM
+18.0%
+126.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.7% | +9.4% | -3.7% | +4.5% |
| 30D | +13.8% | -14.4% | +28.2% | +15.6% |
| 3M | +9.1% | +1.6% | +7.5% | +8.3% |
| 6M | -24.9% | +6.3% | -31.3% | -26.3% |
| YTD | -8.0% | +78.8% | -86.8% | -15.8% |
| 1Y | +42.9% | +83.1% | -40.2% | +30.4% |
| 3Y | +926.7% | -5.9% | +932.6% | +892.7% |
| 5Y | +230.4% | +4.8% | +225.5% | +207.6% |
| All | +144.9% | +18.0% | +126.9% | +73.7% |
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