+1,817.6%
SMH vs ECHO
+197.5%
+1,620.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +0.3% | +3.7% | -3.5% | -0.3% |
| 30D | -2.8% | +0.7% | -3.5% | -2.9% |
| 3M | -6.7% | -27.3% | +20.6% | -2.2% |
| 6M | +41.8% | -17.0% | +58.7% | +44.9% |
| YTD | +57.9% | -14.3% | +72.2% | +59.8% |
| 1Y | +87.6% | +20.9% | +66.7% | +79.3% |
| 3Y | +282.9% | +423.0% | -140.0% | +139.4% |
| 5Y | +330.4% | +265.7% | +64.7% | +192.1% |
| All | +1,817.6% | +197.5% | +1,620.1% | +1,345.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling