+294.1%
SLV vs ECHO
+216.6%
+77.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +3.4% | -3.7% | -0.6% |
| 30D | +6.7% | +2.4% | +4.3% | +6.4% |
| 3M | -10.7% | -28.0% | +17.3% | -8.1% |
| 6M | -20.6% | -21.2% | +0.6% | -19.0% |
| YTD | -7.1% | -17.4% | +10.2% | -5.8% |
| 1Y | +62.0% | +33.6% | +28.4% | +57.6% |
| 3Y | +169.8% | +419.7% | -249.9% | +114.0% |
| 5Y | +161.5% | +241.7% | -80.3% | +115.4% |
| 10Y | +224.4% | +180.8% | +43.7% | +163.7% |
| All | +294.1% | +216.6% | +77.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling