+159.8%
ECHO vs SPG
+117.2%
+42.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +2.2% | +5.6% | -3.4% | +0.1% |
| 30D | +9.8% | +17.6% | -7.8% | +3.1% |
| 3M | +16.8% | +7.5% | +9.4% | +13.5% |
| 6M | -18.1% | +18.5% | -36.6% | -23.8% |
| YTD | -4.2% | +30.9% | -35.1% | -14.4% |
| 1Y | +41.2% | +34.1% | +7.1% | +24.9% |
| 3Y | +943.7% | +135.5% | +808.2% | +656.1% |
| 5Y | +277.5% | +86.5% | +191.0% | +191.8% |
| 10Y | +159.8% | +116.1% | +43.7% | +61.4% |
| All | +159.8% | +117.2% | +42.5% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling