+9.3%
ECHO vs SM
+46.0%
-36.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +5.3% | -0.2% | +5.6% | +5.3% |
| 30D | +2.4% | +20.3% | -17.9% | +2.1% |
| 3M | -21.8% | +22.9% | -44.7% | -22.2% |
| 6M | -16.9% | +47.8% | -64.8% | -19.2% |
| YTD | -16.0% | +107.5% | -123.4% | -22.2% |
| 1Y | +9.3% | +51.7% | -42.5% | -2.1% |
| All | +9.3% | +46.0% | -36.8% | -2.1% |
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