+240.0%
ECHO vs STLD
+1,109.5%
-869.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.5% |
| 30D | +2.4% | -9.0% | +11.3% | +4.8% |
| 3M | -28.0% | -12.4% | -15.6% | -25.7% |
| 6M | -21.2% | +25.5% | -46.8% | -26.9% |
| YTD | -17.4% | +43.6% | -61.0% | -26.5% |
| 1Y | +33.6% | +87.2% | -53.6% | +9.9% |
| 3Y | +419.7% | +135.2% | +284.4% | +295.7% |
| 5Y | +241.7% | +290.9% | -49.2% | +118.1% |
| 10Y | +180.8% | +1,113.5% | -932.7% | +25.0% |
| All | +240.0% | +1,109.5% | -869.5% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling