+3,781.0%
SHOP vs ECHO
+144.4%
+3,636.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -1.2% | +5.7% | -6.9% | -2.2% |
| 30D | -14.7% | +13.8% | -28.5% | -16.8% |
| 3M | -7.2% | +9.1% | -16.3% | -8.8% |
| 6M | +54.2% | -24.9% | +79.1% | +60.4% |
| YTD | -8.6% | -8.0% | -0.6% | -9.0% |
| 1Y | +0.5% | +42.9% | -42.4% | -7.2% |
| 3Y | +135.9% | +926.7% | -790.7% | +17.7% |
| 5Y | -11.9% | +230.4% | -242.3% | -40.4% |
| All | +3,781.0% | +144.4% | +3,636.6% | +2,896.9% |
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