+262.5%
ECHO vs SM
-11.5%
+274.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.1% |
| 7D | -2.4% | -25.9% | +23.5% | +1.7% |
| 30D | -3.1% | -15.1% | +12.0% | -1.1% |
| 3M | +8.7% | +4.9% | +3.9% | +7.0% |
| 6M | -24.8% | +6.1% | -30.9% | -26.6% |
| YTD | -13.0% | +63.4% | -76.4% | -22.3% |
| 1Y | +33.9% | +72.5% | -38.5% | +18.1% |
| 3Y | +791.8% | -16.9% | +808.7% | +763.4% |
| All | +262.5% | -11.5% | +274.1% | +242.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling