+122.3%
SLV vs ECHO
+621.2%
-498.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.4% | -0.4% |
| 7D | +5.1% | -2.4% | +7.5% | +5.2% |
| 30D | -12.9% | -3.1% | -9.8% | -12.8% |
| 3M | -16.1% | +8.7% | -24.8% | -16.6% |
| 6M | -33.2% | -24.8% | -8.4% | -32.3% |
| YTD | -27.2% | -13.0% | -14.3% | -26.7% |
| 1Y | +7.6% | +33.9% | -26.3% | +7.2% |
| 3Y | +122.3% | +791.8% | -669.5% | +104.9% |
| All | +122.3% | +621.2% | -498.8% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling