+10.3%
SLV vs ECHO
+34.5%
-24.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.3% | +8.4% | +6.1% |
| 7D | -3.9% | +4.6% | -8.5% | -5.3% |
| 30D | -14.5% | +0.4% | -14.9% | -14.8% |
| 3M | -12.4% | +7.7% | -20.1% | -14.8% |
| 6M | -28.5% | -18.0% | -10.4% | -25.5% |
| YTD | -26.8% | -9.3% | -17.5% | -25.0% |
| 1Y | +10.3% | +34.2% | -23.9% | +5.4% |
| All | +10.3% | +34.5% | -24.2% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling