+452.7%
ECHO vs STLA
+263.8%
+188.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +3.4% | +2.6% | +0.8% | +2.8% |
| 30D | +2.4% | -1.2% | +3.6% | +2.4% |
| 3M | -28.0% | -24.8% | -3.2% | -23.3% |
| 6M | -21.2% | -25.6% | +4.3% | -16.1% |
| YTD | -17.4% | -48.9% | +31.6% | -5.4% |
| 1Y | +33.6% | -38.8% | +72.4% | +45.0% |
| 3Y | +419.7% | -64.5% | +484.2% | +531.8% |
| 5Y | +241.7% | -62.4% | +304.1% | +301.8% |
| 10Y | +180.8% | +55.4% | +125.4% | +150.3% |
| All | +452.7% | +263.8% | +188.9% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling