+144.9%
ECHO vs SPYG
+393.2%
-248.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | +5.7% | +2.3% | +3.3% | +3.8% |
| 30D | +13.8% | -6.5% | +20.3% | +20.0% |
| 3M | +9.1% | -6.8% | +15.9% | +15.6% |
| 6M | -24.9% | -3.1% | -21.8% | -22.5% |
| YTD | -8.0% | +8.0% | -16.0% | -12.3% |
| 1Y | +42.9% | +10.2% | +32.7% | +34.3% |
| 3Y | +926.7% | +91.0% | +835.7% | +562.6% |
| 5Y | +230.4% | +67.7% | +162.6% | +128.2% |
| All | +144.9% | +393.2% | -248.3% | -21.8% |
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