+41.2%
ECHO vs SM
+64.7%
-23.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.9% |
| 7D | +2.2% | -19.5% | +21.7% | +2.2% |
| 30D | +9.8% | -20.2% | +30.0% | +9.8% |
| 3M | +16.8% | -6.5% | +23.3% | +16.6% |
| 6M | -18.1% | +1.6% | -19.6% | -18.1% |
| YTD | -4.2% | +61.2% | -65.4% | -13.3% |
| 1Y | +41.2% | +65.4% | -24.1% | +30.3% |
| All | +41.2% | +64.7% | -23.5% | +30.3% |
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