+144.9%
ECHO vs SMTC
+333.2%
-188.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +3.0% |
| 7D | +5.7% | +11.0% | -5.3% | +2.5% |
| 30D | +13.8% | -28.5% | +42.3% | +22.6% |
| 3M | +9.1% | -14.2% | +23.3% | +10.0% |
| 6M | -24.9% | -18.0% | -6.9% | -25.2% |
| YTD | -8.0% | +55.5% | -63.5% | -24.3% |
| 1Y | +42.9% | +69.5% | -26.6% | +14.3% |
| 3Y | +926.7% | +699.7% | +227.0% | +390.8% |
| 5Y | +230.4% | +27.4% | +203.0% | +143.2% |
| All | +144.9% | +333.2% | -188.3% | +25.0% |
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