+42.9%
ECHO vs STLA
-64.5%
+107.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +5.7% | -13.8% | +19.5% | +8.0% |
| 30D | +13.8% | -10.5% | +24.4% | +15.4% |
| 3M | +9.1% | -28.9% | +37.9% | +14.6% |
| 6M | -24.9% | -49.7% | +24.8% | -16.7% |
| YTD | -8.0% | -64.9% | +56.9% | +6.1% |
| 1Y | +42.9% | -64.0% | +106.9% | +62.5% |
| All | +42.9% | -64.5% | +107.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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