+15.0%
ECHO vs SMTC
+153.7%
-138.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +2.3% | +17.5% | -15.2% | -1.0% |
| 30D | +4.4% | +21.3% | -16.9% | -0.1% |
| 3M | -20.3% | +3.1% | -23.4% | -22.4% |
| 6M | -15.3% | +81.7% | -97.0% | -27.0% |
| YTD | -15.5% | +115.9% | -131.4% | -29.4% |
| 1Y | +15.0% | +157.8% | -142.9% | -7.9% |
| All | +15.0% | +153.7% | -138.7% | -7.9% |
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