+259.3%
ECHO vs SPY
+81.8%
+177.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.6% |
| 7D | +8.6% | +0.5% | +8.0% | +7.9% |
| 30D | +3.8% | -0.9% | +4.7% | +4.8% |
| 3M | -19.9% | +3.9% | -23.8% | -22.8% |
| 6M | -12.1% | +14.5% | -26.6% | -23.3% |
| YTD | -14.1% | +12.9% | -27.0% | -23.9% |
| 1Y | +15.9% | +19.4% | -3.5% | -3.1% |
| 3Y | +417.8% | +78.5% | +339.4% | +205.9% |
| 5Y | +259.3% | +81.8% | +177.6% | +107.4% |
| All | +259.3% | +81.8% | +177.5% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling