+943.7%
ECHO vs STLD
+124.8%
+818.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.8% | +1.8% |
| 7D | +2.2% | -4.7% | +6.8% | +3.7% |
| 30D | +9.8% | -0.9% | +10.8% | +10.4% |
| 3M | +16.8% | -11.9% | +28.7% | +21.0% |
| 6M | -18.1% | +0.9% | -19.0% | -18.7% |
| YTD | -4.2% | +40.4% | -44.6% | -15.1% |
| 1Y | +41.2% | +56.6% | -15.3% | +20.4% |
| 3Y | +943.7% | +125.5% | +818.2% | +685.9% |
| All | +943.7% | +124.8% | +818.9% | +685.9% |
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