+144.9%
ECHO vs SPG
+113.9%
+31.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.7% | +2.0% | +3.7% | +4.9% |
| 30D | +13.8% | +17.2% | -3.4% | +6.9% |
| 3M | +9.1% | +6.3% | +2.8% | +6.4% |
| 6M | -24.9% | +18.7% | -43.6% | -30.2% |
| YTD | -8.0% | +30.1% | -38.1% | -17.6% |
| 1Y | +42.9% | +32.8% | +10.1% | +26.9% |
| 3Y | +926.7% | +133.6% | +793.1% | +646.1% |
| 5Y | +230.4% | +84.4% | +146.0% | +156.4% |
| All | +144.9% | +113.9% | +31.0% | +51.7% |
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