+34.2%
ECHO vs STRL
-30.1%
+64.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -21.5% | +18.2% | -0.9% |
| 7D | +4.6% | -27.1% | +31.6% | +7.9% |
| 30D | +0.4% | -45.8% | +46.2% | +6.7% |
| 3M | +7.7% | -47.6% | +55.3% | +14.6% |
| 6M | -18.0% | -46.4% | +28.4% | -11.1% |
| YTD | -9.3% | -7.4% | -1.9% | -4.9% |
| 1Y | +34.2% | -25.9% | +60.1% | +42.2% |
| All | +34.2% | -30.1% | +64.3% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling