+144.9%
ECHO vs SPY
+307.0%
-162.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.3% |
| 7D | +5.7% | +2.6% | +3.1% | +3.1% |
| 30D | +13.8% | -2.0% | +15.8% | +16.4% |
| 3M | +9.1% | -2.8% | +11.9% | +12.6% |
| 6M | -24.9% | +2.1% | -27.1% | -25.8% |
| YTD | -8.0% | +11.5% | -19.5% | -16.3% |
| 1Y | +42.9% | +13.5% | +29.4% | +28.0% |
| 3Y | +926.7% | +77.7% | +849.0% | +522.1% |
| 5Y | +230.4% | +72.6% | +157.8% | +104.1% |
| All | +144.9% | +307.0% | -162.1% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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