+184.2%
SLV vs ECHO
+388.0%
-203.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +3.4% | -3.7% | -0.5% |
| 30D | +6.7% | +2.4% | +4.3% | +6.5% |
| 3M | -10.7% | -28.0% | +17.3% | -9.3% |
| 6M | -20.6% | -21.2% | +0.6% | -19.6% |
| YTD | -7.1% | -17.4% | +10.2% | -6.2% |
| 1Y | +62.0% | +33.6% | +28.4% | +61.6% |
| All | +184.2% | +388.0% | -203.9% | +165.0% |
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