+155.4%
ECHO vs SPMO
+575.8%
-420.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | +8.6% | +3.4% | +5.2% | +6.2% |
| 30D | +3.8% | +0.5% | +3.2% | +3.4% |
| 3M | -19.9% | +1.9% | -21.8% | -21.3% |
| 6M | -12.1% | +27.8% | -39.9% | -26.2% |
| YTD | -14.1% | +26.7% | -40.7% | -27.5% |
| 1Y | +15.9% | +28.9% | -13.0% | -3.5% |
| 3Y | +417.8% | +160.7% | +257.2% | +179.8% |
| 5Y | +259.3% | +150.2% | +109.1% | +97.4% |
| 10Y | +192.7% | +517.5% | -324.8% | +9.0% |
| All | +155.4% | +575.8% | -420.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling