+233.7%
SMH vs ECHO
+227.9%
+5.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.2% |
| 7D | +4.9% | +5.7% | -0.8% | +4.1% |
| 30D | -13.8% | +13.8% | -27.6% | -15.1% |
| 3M | -17.4% | +9.1% | -26.5% | -18.2% |
| 6M | -15.0% | -24.9% | +10.0% | -12.6% |
| YTD | +35.2% | -8.0% | +43.2% | +35.2% |
| 1Y | +41.6% | +42.9% | -1.3% | +35.1% |
| 3Y | +215.6% | +926.7% | -711.1% | +109.1% |
| All | +233.7% | +227.9% | +5.8% | +173.7% |
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 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