+192.5%
ECHO vs SMTC
+548.2%
-355.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.1% |
| 7D | +3.7% | +13.1% | -9.4% | +0.4% |
| 30D | +0.7% | +19.5% | -18.8% | -4.8% |
| 3M | -27.3% | +2.2% | -29.6% | -29.6% |
| 6M | -17.0% | +94.9% | -111.8% | -33.7% |
| YTD | -14.3% | +127.0% | -141.3% | -34.7% |
| 1Y | +20.9% | +174.6% | -153.7% | -13.6% |
| 3Y | +423.0% | +615.9% | -193.0% | +159.8% |
| 5Y | +265.7% | +125.6% | +140.1% | +135.0% |
| All | +192.5% | +548.2% | -355.8% | +37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling