+338.0%
SMH vs ECHO
+252.6%
+85.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +4.3% | +5.3% | -1.0% | +3.7% |
| 30D | +0.9% | +2.4% | -1.6% | +0.6% |
| 3M | -2.8% | -21.8% | +19.0% | -0.4% |
| 6M | +45.6% | -16.9% | +62.5% | +47.9% |
| YTD | +59.5% | -16.0% | +75.5% | +61.3% |
| 1Y | +93.4% | +9.3% | +84.2% | +89.9% |
| 3Y | +287.1% | +406.2% | -119.1% | +193.7% |
| 5Y | +338.0% | +251.0% | +87.1% | +249.8% |
| All | +338.0% | +252.6% | +85.5% | +249.8% |
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 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