+258.3%
ECHO vs SM
-9.7%
+268.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 6M | -24.8% | +6.1% | -30.9% | -26.4% |
| YTD | -13.0% | +63.4% | -76.4% | -20.7% |
| 1Y | +33.9% | +72.5% | -38.5% | +20.9% |
| 3Y | +791.8% | -16.9% | +808.7% | +771.6% |
| 5Y | +261.7% | -10.6% | +272.3% | +237.7% |
| 10Y | +157.3% | +11.3% | +146.0% | +71.9% |
| All | +258.3% | -9.7% | +268.0% | +63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling