+2,989.4%
SHOP vs ECHO
+187.5%
+2,801.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -5.1% |
| 7D | -10.6% | +5.3% | -16.0% | -11.4% |
| 30D | -18.3% | +2.4% | -20.7% | -18.7% |
| 3M | +14.8% | -21.8% | +36.6% | +18.9% |
| 6M | -5.0% | -16.9% | +11.9% | -3.0% |
| YTD | -21.2% | -16.0% | -5.2% | -20.1% |
| 1Y | -11.6% | +9.3% | -20.9% | -14.6% |
| 3Y | +101.2% | +406.2% | -305.0% | +21.7% |
| 5Y | -15.7% | +251.0% | -266.7% | -44.2% |
| 10Y | +2,989.4% | +191.3% | +2,798.2% | +2,219.9% |
| All | +2,989.4% | +187.5% | +2,801.9% | +2,219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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