+42.9%
ECHO vs SPG
+33.2%
+9.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +5.7% | +2.0% | +3.7% | +5.5% |
| 30D | +13.8% | +17.2% | -3.4% | +12.9% |
| 3M | +9.1% | +6.3% | +2.8% | +9.2% |
| 6M | -24.9% | +18.7% | -43.6% | -27.5% |
| YTD | -8.0% | +30.1% | -38.1% | -9.0% |
| 1Y | +42.9% | +32.8% | +10.1% | +40.4% |
| All | +42.9% | +33.2% | +9.7% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling