+926.7%
ECHO vs STT
+182.6%
+744.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +5.7% | +4.8% | +0.9% | +2.3% |
| 30D | +13.8% | +3.9% | +9.9% | +11.1% |
| 3M | +9.1% | -8.2% | +17.2% | +15.7% |
| 6M | -24.9% | +15.6% | -40.5% | -32.7% |
| YTD | -8.0% | +37.6% | -45.6% | -28.4% |
| 1Y | +42.9% | +50.1% | -7.2% | +3.9% |
| 3Y | +926.7% | +183.1% | +743.6% | +330.6% |
| All | +926.7% | +182.6% | +744.1% | +330.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling