+192.5%
ECHO vs SPMO
+517.6%
-325.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.0% |
| 7D | +3.7% | -0.9% | +4.7% | +4.4% |
| 30D | +0.7% | -1.9% | +2.6% | +2.0% |
| 3M | -27.3% | -1.4% | -26.0% | -27.2% |
| 6M | -17.0% | +25.5% | -42.5% | -29.7% |
| YTD | -14.3% | +24.8% | -39.2% | -27.3% |
| 1Y | +20.9% | +24.5% | -3.6% | +2.8% |
| 3Y | +423.0% | +157.1% | +265.8% | +181.3% |
| 5Y | +265.7% | +149.5% | +116.2% | +98.9% |
| All | +192.5% | +517.6% | -325.1% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling