+15.9%
ECHO vs STLA
-40.1%
+56.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.4% |
| 7D | +8.6% | +0.7% | +7.8% | +8.4% |
| 30D | +3.8% | -2.4% | +6.1% | +4.0% |
| 3M | -19.9% | -23.9% | +4.0% | -17.2% |
| 6M | -12.1% | -24.6% | +12.5% | -8.8% |
| YTD | -14.1% | -50.5% | +36.4% | -9.8% |
| 1Y | +15.9% | -39.8% | +55.7% | +24.4% |
| All | +15.9% | -40.1% | +56.0% | +24.4% |
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