+258.5%
ECHO vs SPYG
+84.1%
+174.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.0% |
| 7D | +5.3% | +0.3% | +5.0% | +5.1% |
| 30D | +2.4% | -1.7% | +4.1% | +3.8% |
| 3M | -21.8% | +3.6% | -25.4% | -23.7% |
| 6M | -16.9% | +16.6% | -33.5% | -25.7% |
| YTD | -16.0% | +13.4% | -29.4% | -23.3% |
| 1Y | +9.3% | +19.6% | -10.3% | -4.2% |
| 3Y | +406.2% | +99.8% | +306.4% | +220.1% |
| All | +258.5% | +84.1% | +174.4% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling