+259.3%
ECHO vs SMTC
+110.0%
+149.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.0% | -5.9% | +1.6% |
| 7D | +8.6% | +22.9% | -14.4% | +3.2% |
| 30D | +3.8% | +16.6% | -12.9% | -0.9% |
| 3M | -19.9% | +2.4% | -22.3% | -22.2% |
| 6M | -12.1% | +98.3% | -110.3% | -28.9% |
| YTD | -14.1% | +120.7% | -134.7% | -32.8% |
| 1Y | +15.9% | +168.3% | -152.4% | -14.7% |
| 3Y | +417.8% | +571.7% | -153.9% | +182.3% |
| 5Y | +259.3% | +114.0% | +145.3% | +140.0% |
| All | +259.3% | +110.0% | +149.3% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling