+192.7%
ECHO vs STT
+264.2%
-71.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.6% |
| 7D | +8.6% | +2.2% | +6.4% | +7.5% |
| 30D | +3.8% | +3.9% | -0.1% | +1.8% |
| 3M | -19.9% | +19.2% | -39.1% | -26.5% |
| 6M | -12.1% | +60.4% | -72.4% | -30.2% |
| YTD | -14.1% | +51.5% | -65.5% | -30.2% |
| 1Y | +15.9% | +76.3% | -60.4% | -12.6% |
| 3Y | +417.8% | +200.7% | +217.1% | +208.5% |
| 5Y | +259.3% | +157.5% | +101.8% | +119.8% |
| 10Y | +192.7% | +262.0% | -69.2% | +46.9% |
| All | +192.7% | +264.2% | -71.4% | +46.9% |
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