+188.4%
ECHO vs SPYG
+420.3%
-231.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | +2.3% | -1.8% | +4.1% | +3.7% |
| 30D | +4.4% | -1.9% | +6.3% | +6.0% |
| 3M | -20.3% | +5.2% | -25.4% | -23.0% |
| 6M | -15.3% | +15.6% | -30.9% | -23.5% |
| YTD | -15.5% | +12.4% | -27.9% | -22.1% |
| 1Y | +15.0% | +17.5% | -2.5% | +2.5% |
| 3Y | +409.1% | +98.1% | +311.1% | +218.3% |
| 5Y | +260.6% | +84.9% | +175.7% | +130.7% |
| All | +188.4% | +420.3% | -231.9% | -12.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling