-37.6%
SMCI vs ECHO
+34.5%
-72.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.4% | -4.0% |
| 7D | -17.3% | +4.6% | -21.9% | -19.4% |
| 30D | -31.5% | +0.4% | -31.9% | -31.8% |
| 3M | -6.6% | +7.7% | -14.3% | -10.1% |
| 6M | +6.0% | -18.0% | +24.1% | +13.6% |
| YTD | +1.1% | -9.3% | +10.4% | +1.2% |
| 1Y | -37.6% | +34.2% | -71.8% | -48.7% |
| All | -37.6% | +34.5% | -72.1% | -48.7% |
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