+19.2%
ECHO vs SPYG
+16.9%
+2.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.4% |
| 7D | +2.3% | -1.8% | +4.1% | +4.2% |
| 30D | +4.4% | -1.9% | +6.3% | +6.5% |
| 3M | -20.3% | +5.2% | -25.4% | -23.8% |
| 6M | -15.3% | +15.6% | -30.9% | -24.4% |
| YTD | -15.5% | +12.4% | -27.9% | -22.9% |
| All | +19.2% | +16.9% | +2.3% | +6.0% |
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