+240.0%
ECHO vs SPY
+637.9%
-397.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +2.4% | +0.1% | +2.3% | +2.4% |
| 3M | -28.0% | +2.0% | -29.9% | -28.9% |
| 6M | -21.2% | +13.0% | -34.3% | -28.7% |
| YTD | -17.4% | +13.5% | -30.9% | -25.5% |
| 1Y | +33.6% | +20.0% | +13.6% | +14.9% |
| 3Y | +419.7% | +77.2% | +342.5% | +228.1% |
| 5Y | +241.7% | +81.9% | +159.8% | +109.4% |
| 10Y | +180.8% | +314.1% | -133.3% | -11.5% |
| All | +240.0% | +637.9% | -397.9% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling