+159.0%
ECHO vs STT
+211.9%
-52.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.2% | +3.7% | +5.4% |
| 7D | +3.0% | +0.9% | +2.1% | +2.7% |
| 30D | +6.7% | -2.3% | +9.0% | +8.2% |
| 3M | +12.4% | -7.0% | +19.4% | +16.5% |
| 6M | -20.4% | +15.5% | -35.9% | -25.8% |
| YTD | -6.9% | +35.6% | -42.5% | -20.2% |
| 1Y | +37.7% | +47.9% | -10.1% | +13.4% |
| 3Y | +902.9% | +181.1% | +721.8% | +516.8% |
| 5Y | +275.3% | +108.2% | +167.1% | +154.1% |
| 10Y | +159.0% | +201.0% | -42.0% | +37.8% |
| All | +159.0% | +211.9% | -52.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling