+240.0%
ECHO vs SPG
+471.7%
-231.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.4% | -2.4% | +5.8% | +4.1% |
| 30D | +2.4% | -6.8% | +9.2% | +4.5% |
| 3M | -28.0% | +2.7% | -30.6% | -28.8% |
| 6M | -21.2% | +5.5% | -26.7% | -22.8% |
| YTD | -17.4% | +15.7% | -33.1% | -21.3% |
| 1Y | +33.6% | +20.9% | +12.7% | +25.5% |
| 3Y | +419.7% | +112.4% | +307.3% | +320.5% |
| 5Y | +241.7% | +101.4% | +140.4% | +177.9% |
| 10Y | +180.8% | +60.6% | +120.1% | +117.4% |
| All | +240.0% | +471.7% | -231.6% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling