+40.9%
ECHO vs SMTC
+59.8%
-18.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.6% | -3.0% |
| 7D | +9.1% | +30.5% | -21.3% | +2.7% |
| 30D | +7.2% | -30.9% | +38.0% | +13.6% |
| 3M | +6.1% | -14.7% | +20.8% | +6.7% |
| 6M | -24.2% | -9.6% | -14.6% | -25.3% |
| YTD | -9.7% | +62.1% | -71.8% | -20.9% |
| 1Y | +40.9% | +66.6% | -25.7% | +22.2% |
| All | +40.9% | +59.8% | -18.9% | +22.2% |
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