+258.3%
ECHO vs STT
+208.2%
+50.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | -2.4% | -2.5% | +0.1% | -1.6% |
| 30D | -3.1% | -5.0% | +1.8% | -1.5% |
| 3M | +8.7% | -10.5% | +19.2% | +12.5% |
| 6M | -24.8% | +10.0% | -34.8% | -26.9% |
| YTD | -13.0% | +30.7% | -43.6% | -19.9% |
| 1Y | +33.9% | +43.8% | -9.8% | +19.8% |
| 3Y | +791.8% | +168.1% | +623.7% | +570.1% |
| 5Y | +261.7% | +101.4% | +160.3% | +189.1% |
| 10Y | +157.3% | +211.3% | -54.0% | +78.1% |
| All | +258.3% | +208.2% | +50.1% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling