+240.0%
ECHO vs SPYG
+938.0%
-698.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.1% |
| 30D | +2.4% | -0.4% | +2.8% | +2.8% |
| 3M | -28.0% | +0.5% | -28.5% | -28.0% |
| 6M | -21.2% | +17.5% | -38.7% | -30.3% |
| YTD | -17.4% | +14.3% | -31.7% | -25.4% |
| 1Y | +33.6% | +21.7% | +11.9% | +14.9% |
| 3Y | +419.7% | +98.6% | +321.1% | +207.8% |
| 5Y | +241.7% | +85.1% | +156.6% | +107.9% |
| 10Y | +180.8% | +412.0% | -231.3% | -28.4% |
| All | +240.0% | +938.0% | -698.0% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling