+262.5%
ECHO vs STLD
+255.4%
+7.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.1% |
| 7D | -2.4% | -11.1% | +8.7% | +1.1% |
| 30D | -3.1% | -4.8% | +1.6% | -1.5% |
| 3M | +8.7% | -14.6% | +23.3% | +13.6% |
| 6M | -24.8% | -7.4% | -17.4% | -23.5% |
| YTD | -13.0% | +32.6% | -45.5% | -21.3% |
| 1Y | +33.9% | +47.3% | -13.4% | +17.1% |
| 3Y | +791.8% | +107.5% | +684.3% | +587.9% |
| All | +262.5% | +255.4% | +7.1% | +137.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling