+191.3%
ECHO vs SPG
+59.6%
+131.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.3% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | +2.4% | -6.3% | +8.7% | +5.0% |
| 3M | -21.8% | -2.4% | -19.4% | -21.4% |
| 6M | -16.9% | +9.6% | -26.6% | -20.2% |
| YTD | -16.0% | +14.2% | -30.2% | -20.8% |
| 1Y | +9.3% | +19.3% | -10.0% | +1.1% |
| 3Y | +406.2% | +106.7% | +299.5% | +287.8% |
| 5Y | +251.0% | +104.2% | +146.7% | +166.4% |
| 10Y | +191.3% | +63.7% | +127.6% | +97.5% |
| All | +191.3% | +59.6% | +131.7% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling