+412.3%
ECHO vs STLA
-64.4%
+476.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +3.4% | +2.6% | +0.8% | +2.7% |
| 30D | +2.4% | -1.2% | +3.6% | +2.5% |
| 3M | -28.0% | -24.8% | -3.2% | -22.3% |
| 6M | -21.2% | -25.6% | +4.3% | -15.1% |
| YTD | -17.4% | -48.9% | +31.6% | -2.8% |
| 1Y | +33.6% | -38.8% | +72.4% | +45.6% |
| All | +412.3% | -64.4% | +476.7% | +516.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling