+33.6%
ECHO vs SPMO
+29.9%
+3.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.0% |
| 7D | +3.4% | +2.0% | +1.4% | +2.1% |
| 30D | +2.4% | -0.4% | +2.7% | +2.6% |
| 3M | -28.0% | -1.9% | -26.1% | -28.2% |
| 6M | -21.2% | +25.0% | -46.3% | -34.4% |
| YTD | -17.4% | +26.0% | -43.4% | -31.7% |
| 1Y | +33.6% | +28.7% | +4.9% | +10.2% |
| All | +33.6% | +29.9% | +3.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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