+283.1%
ECHO vs SPY
+623.0%
-339.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.4% | +4.6% | +4.9% |
| 7D | +3.0% | +0.1% | +2.9% | +3.2% |
| 30D | +6.7% | -3.3% | +10.0% | +10.3% |
| 3M | +12.4% | -2.4% | +14.8% | +15.4% |
| 6M | -20.4% | +2.6% | -23.0% | -21.5% |
| YTD | -6.9% | +11.2% | -18.1% | -14.2% |
| 1Y | +37.7% | +13.4% | +24.3% | +24.8% |
| 3Y | +902.9% | +79.9% | +823.0% | +527.8% |
| 5Y | +275.3% | +72.2% | +203.1% | +142.2% |
| 10Y | +159.0% | +307.3% | -148.3% | -16.8% |
| All | +283.1% | +623.0% | -339.8% | -28.0% |
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