+4,158.4%
SMH vs ECHO
+216.6%
+3,941.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +3.4% | -0.9% | +1.8% |
| 30D | -0.5% | +2.4% | -2.8% | -1.0% |
| 3M | -9.6% | -28.0% | +18.3% | -3.4% |
| 6M | +42.1% | -21.2% | +63.3% | +47.9% |
| YTD | +57.4% | -17.4% | +74.8% | +61.2% |
| 1Y | +96.2% | +33.6% | +62.6% | +79.3% |
| 3Y | +267.9% | +419.7% | -151.7% | +91.9% |
| 5Y | +327.7% | +241.7% | +86.0% | +148.8% |
| 10Y | +1,764.6% | +180.8% | +1,583.9% | +999.8% |
| All | +4,158.4% | +216.6% | +3,941.8% | +1,792.5% |
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