+198.0%
ECHO vs SPG
+63.6%
+134.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.9% | +3.6% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | +3.8% | -4.9% | +8.7% | +5.8% |
| 3M | -19.9% | +3.3% | -23.2% | -21.2% |
| 6M | -12.1% | +11.2% | -23.3% | -16.1% |
| YTD | -14.1% | +17.1% | -31.1% | -19.7% |
| 1Y | +15.9% | +21.6% | -5.7% | +6.4% |
| 3Y | +417.8% | +111.9% | +306.0% | +293.0% |
| 5Y | +259.3% | +106.9% | +152.4% | +171.2% |
| All | +198.0% | +63.6% | +134.4% | +100.2% |
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