+192.5%
ECHO vs SPYG
+424.6%
-232.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.8% |
| 7D | +3.7% | -0.9% | +4.6% | +4.4% |
| 30D | +0.7% | -1.5% | +2.2% | +1.9% |
| 3M | -27.3% | +3.7% | -31.0% | -29.2% |
| 6M | -17.0% | +16.4% | -33.4% | -25.4% |
| YTD | -14.3% | +13.3% | -27.6% | -21.5% |
| 1Y | +20.9% | +17.9% | +3.0% | +7.5% |
| 3Y | +423.0% | +98.3% | +324.6% | +226.4% |
| 5Y | +265.7% | +86.4% | +179.3% | +132.5% |
| All | +192.5% | +424.6% | -232.1% | -12.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling