+412.3%
ECHO vs STRL
+509.6%
-97.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -1.1% |
| 7D | +3.4% | +3.4% | 0.0% | +2.7% |
| 30D | +2.4% | -9.2% | +11.6% | +4.1% |
| 3M | -28.0% | -51.0% | +23.1% | -18.3% |
| 6M | -21.2% | +15.8% | -37.0% | -28.5% |
| YTD | -17.4% | +58.9% | -76.3% | -32.1% |
| 1Y | +33.6% | +68.5% | -34.9% | +4.3% |
| All | +412.3% | +509.6% | -97.3% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling