+192.7%
ECHO vs STLD
+1,072.4%
-879.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.3% |
| 7D | +8.6% | +2.7% | +5.9% | +7.5% |
| 30D | +3.8% | -8.4% | +12.2% | +6.5% |
| 3M | -19.9% | -9.9% | -10.0% | -17.7% |
| 6M | -12.1% | +33.0% | -45.1% | -21.3% |
| YTD | -14.1% | +42.6% | -56.6% | -25.3% |
| 1Y | +15.9% | +80.8% | -64.9% | -7.8% |
| 3Y | +417.8% | +143.4% | +274.4% | +264.1% |
| 5Y | +259.3% | +293.4% | -34.1% | +101.8% |
| 10Y | +192.7% | +1,080.4% | -887.7% | +4.5% |
| All | +192.7% | +1,072.4% | -879.6% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling