+240.0%
ECHO vs STT
+261.6%
-21.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | +2.4% | +3.9% | -1.5% | +1.2% |
| 3M | -28.0% | +20.0% | -47.9% | -31.8% |
| 6M | -21.2% | +55.3% | -76.6% | -31.1% |
| YTD | -17.4% | +53.3% | -70.7% | -27.6% |
| 1Y | +33.6% | +74.7% | -41.1% | +12.5% |
| 3Y | +419.7% | +205.8% | +213.8% | +275.6% |
| 5Y | +241.7% | +145.0% | +96.7% | +157.1% |
| 10Y | +180.8% | +266.0% | -85.3% | +84.9% |
| All | +240.0% | +261.6% | -21.5% | +95.1% |
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