+34.2%
ECHO vs SPYG
+10.8%
+23.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.5% | -4.6% |
| 7D | +4.6% | -2.8% | +7.4% | +7.7% |
| 30D | +0.4% | -6.2% | +6.6% | +7.8% |
| 3M | +7.7% | -3.6% | +11.3% | +12.5% |
| 6M | -18.0% | +4.8% | -22.8% | -20.2% |
| YTD | -9.3% | +11.0% | -20.3% | -15.4% |
| 1Y | +34.2% | +11.2% | +23.0% | +24.7% |
| All | +34.2% | +10.8% | +23.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling