+151.3%
ECHO vs STLD
+802.0%
-650.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.3% |
| 7D | +3.6% | -0.5% | +4.1% | +3.9% |
| 30D | +7.5% | -0.1% | +7.5% | +7.7% |
| 3M | +16.2% | -9.2% | +25.3% | +19.7% |
| 6M | -20.9% | +1.8% | -22.6% | -22.0% |
| YTD | -6.0% | +42.1% | -48.1% | -18.2% |
| 1Y | +43.4% | +58.5% | -15.1% | +20.0% |
| 3Y | +924.0% | +128.2% | +795.8% | +636.4% |
| 5Y | +249.6% | +288.2% | -38.6% | +98.1% |
| 10Y | +151.3% | +799.8% | -648.5% | -4.7% |
| All | +151.3% | +802.0% | -650.8% | -4.7% |
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