+240.0%
ECHO vs SMTC
+882.0%
-642.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.2% | -9.2% | -2.5% |
| 7D | +3.4% | +12.7% | -9.3% | -0.1% |
| 30D | +2.4% | +22.0% | -19.6% | -4.4% |
| 3M | -28.0% | -12.7% | -15.3% | -27.2% |
| 6M | -21.2% | +64.8% | -86.0% | -35.1% |
| YTD | -17.4% | +100.7% | -118.1% | -36.1% |
| 1Y | +33.6% | +146.9% | -113.3% | -4.0% |
| 3Y | +419.7% | +456.8% | -37.1% | +159.7% |
| 5Y | +241.7% | +89.2% | +152.5% | +121.2% |
| 10Y | +180.8% | +426.9% | -246.1% | +18.1% |
| All | +240.0% | +882.0% | -642.0% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling