+541.1%
ECHO vs STLA
+178.7%
+362.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.6% | +3.8% |
| 7D | +2.2% | -4.9% | +7.1% | +3.3% |
| 30D | +9.8% | -4.9% | +14.7% | +10.7% |
| 3M | +16.8% | -23.7% | +40.5% | +23.2% |
| 6M | -18.1% | -45.0% | +26.9% | -7.0% |
| YTD | -4.2% | -60.9% | +56.7% | +15.8% |
| 1Y | +41.2% | -58.9% | +100.1% | +68.2% |
| 3Y | +943.7% | -74.4% | +1,018.1% | +1,254.5% |
| 5Y | +277.5% | -71.5% | +349.1% | +370.5% |
| 10Y | +159.8% | +5.3% | +154.5% | +149.0% |
| All | +541.1% | +178.7% | +362.3% | +497.2% |
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