+34.2%
ECHO vs SMTC
+70.8%
-36.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.9% | +9.7% | -0.7% |
| 7D | +4.6% | -24.5% | +29.1% | +10.1% |
| 30D | +0.4% | -42.5% | +42.9% | +10.7% |
| 3M | +7.7% | -14.1% | +21.8% | +8.7% |
| 6M | -18.0% | +3.6% | -21.7% | -20.6% |
| YTD | -9.3% | +50.6% | -59.8% | -18.7% |
| 1Y | +34.2% | +72.2% | -38.0% | +14.8% |
| All | +34.2% | +70.8% | -36.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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