+407.1%
ECHO vs STLD
+135.5%
+271.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.4% |
| 30D | +2.4% | -9.0% | +11.3% | +5.0% |
| 3M | -28.0% | -12.4% | -15.6% | -25.3% |
| 6M | -21.2% | +25.5% | -46.8% | -27.5% |
| YTD | -17.4% | +43.6% | -61.0% | -27.8% |
| 1Y | +33.6% | +87.2% | -53.6% | +5.5% |
| All | +407.1% | +135.5% | +271.5% | +249.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling