+140.3%
ECHO vs SMTC
+351.6%
-211.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -2.8% |
| 7D | +9.1% | +30.5% | -21.3% | +1.5% |
| 30D | +7.2% | -30.9% | +38.0% | +16.4% |
| 3M | +6.1% | -14.7% | +20.8% | +7.2% |
| 6M | -24.2% | -9.6% | -14.6% | -26.3% |
| YTD | -9.7% | +62.1% | -71.8% | -26.5% |
| 1Y | +40.9% | +66.6% | -25.7% | +13.3% |
| 3Y | +883.3% | +718.1% | +165.2% | +367.6% |
| 5Y | +224.2% | +32.8% | +191.4% | +136.2% |
| All | +140.3% | +351.6% | -211.3% | +21.4% |
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