+287.0%
ECHO vs SM
-5.9%
+292.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.4% | -2.7% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +7.5% | -17.3% | +24.8% | +10.1% |
| 3M | +16.2% | -3.6% | +19.8% | +16.0% |
| 6M | -20.9% | +2.9% | -23.8% | -22.3% |
| YTD | -6.0% | +70.2% | -76.2% | -14.9% |
| 1Y | +43.4% | +66.5% | -23.1% | +30.1% |
| 3Y | +924.0% | -8.2% | +932.2% | +886.3% |
| 5Y | +249.6% | -1.5% | +251.1% | +222.0% |
| 10Y | +151.3% | +11.9% | +139.4% | +67.9% |
| All | +287.0% | -5.9% | +292.9% | +75.3% |
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