+415.7%
ECHO vs SPMO
+154.5%
+261.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +2.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +4.4% | -0.7% | +5.1% | +5.0% |
| 3M | -20.3% | +2.8% | -23.1% | -23.2% |
| 6M | -15.3% | +24.4% | -39.8% | -32.0% |
| YTD | -15.5% | +24.2% | -39.7% | -32.2% |
| 1Y | +15.0% | +24.5% | -9.5% | -8.1% |
| All | +415.7% | +154.5% | +261.3% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling