+198.0%
ECHO vs SM
+15.3%
+182.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.6% |
| 7D | +8.6% | -0.2% | +8.7% | +8.6% |
| 30D | +3.8% | +31.5% | -27.8% | +0.4% |
| 3M | -19.9% | +17.3% | -37.2% | -21.8% |
| 6M | -12.1% | +48.5% | -60.6% | -17.0% |
| YTD | -14.1% | +106.3% | -120.3% | -22.2% |
| 1Y | +15.9% | +47.3% | -31.4% | +8.8% |
| 3Y | +417.8% | -1.4% | +419.3% | +400.7% |
| 5Y | +259.3% | +114.0% | +145.3% | +209.8% |
| All | +198.0% | +15.3% | +182.7% | +112.7% |
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