+34.2%
ECHO vs STLD
+59.7%
-25.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.2% | -2.7% |
| 7D | +4.6% | -3.9% | +8.5% | +5.3% |
| 30D | +0.4% | -0.4% | +0.8% | +0.6% |
| 3M | +7.7% | -9.2% | +16.9% | +9.0% |
| 6M | -18.0% | +5.0% | -23.0% | -17.5% |
| YTD | -9.3% | +42.8% | -52.1% | -12.4% |
| 1Y | +34.2% | +60.1% | -25.9% | +27.5% |
| All | +34.2% | +59.7% | -25.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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