+294.4%
ECHO vs SMTC
+653.6%
-359.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.5% | +3.6% |
| 7D | +2.2% | -10.9% | +13.1% | +4.9% |
| 30D | +9.8% | -39.4% | +49.2% | +24.5% |
| 3M | +16.8% | -13.5% | +30.4% | +17.9% |
| 6M | -18.1% | -6.8% | -11.3% | -21.4% |
| YTD | -4.2% | +54.0% | -58.2% | -22.0% |
| 1Y | +41.2% | +50.8% | -9.5% | +15.1% |
| 3Y | +943.7% | +677.3% | +266.4% | +368.4% |
| 5Y | +277.5% | +28.7% | +248.8% | +168.0% |
| 10Y | +159.8% | +339.9% | -180.1% | +12.0% |
| All | +294.4% | +653.6% | -359.2% | +20.2% |
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 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