+980.0%
SMCI vs ECHO
+262.7%
+717.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.4% | +5.9% | +7.1% |
| 7D | +1.3% | +3.7% | -2.4% | +0.7% |
| 30D | +6.6% | +0.7% | +5.9% | +6.5% |
| 3M | +25.4% | -27.3% | +52.7% | +31.3% |
| 6M | +26.1% | -17.0% | +43.1% | +29.9% |
| YTD | +37.0% | -14.3% | +51.3% | +40.3% |
| 1Y | -8.8% | +20.9% | -29.7% | -10.3% |
| 3Y | +44.6% | +423.0% | -378.4% | +12.3% |
| All | +980.0% | +262.7% | +717.3% | +790.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling