+926.7%
ECHO vs STRL
+341.0%
+585.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.5% |
| 7D | +5.7% | +15.7% | -10.0% | +2.4% |
| 30D | +13.8% | -35.5% | +49.3% | +23.3% |
| 3M | +9.1% | -47.1% | +56.2% | +22.4% |
| 6M | -24.9% | -65.8% | +40.8% | -9.8% |
| YTD | -8.0% | -4.5% | -3.5% | -17.2% |
| 1Y | +42.9% | -10.5% | +53.4% | +30.2% |
| 3Y | +926.7% | +340.6% | +586.1% | +329.9% |
| All | +926.7% | +341.0% | +585.7% | +329.9% |
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