+4,675.8%
SMCI vs ECHO
+229.4%
+4,446.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.6% |
| 7D | +9.7% | +8.6% | +1.1% | +7.3% |
| 30D | +29.3% | +3.8% | +25.6% | +28.3% |
| 3M | -8.5% | -19.9% | +11.4% | -2.8% |
| 6M | +28.6% | -12.1% | +40.7% | +33.4% |
| YTD | +37.5% | -14.1% | +51.6% | +42.6% |
| 1Y | +0.5% | +15.9% | -15.3% | -3.8% |
| 3Y | +43.4% | +417.8% | -374.4% | -31.3% |
| 5Y | +1,008.2% | +259.3% | +748.9% | +492.0% |
| 10Y | +1,776.0% | +192.7% | +1,583.3% | +913.1% |
| All | +4,675.8% | +229.4% | +4,446.4% | +1,902.8% |
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