+3,555.7%
SMH vs ECHO
+252.6%
+3,303.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.4% |
| 7D | +4.9% | +5.7% | -0.8% | +3.6% |
| 30D | -13.8% | +13.8% | -27.6% | -16.2% |
| 3M | -17.4% | +9.1% | -26.5% | -19.0% |
| 6M | -15.0% | -24.9% | +10.0% | -10.2% |
| YTD | +35.2% | -8.0% | +43.2% | +35.1% |
| 1Y | +41.6% | +42.9% | -1.3% | +28.2% |
| 3Y | +215.6% | +926.7% | -711.1% | +36.8% |
| 5Y | +233.2% | +230.4% | +2.9% | +100.6% |
| 10Y | +1,458.7% | +145.9% | +1,312.8% | +885.5% |
| All | +3,555.7% | +252.6% | +3,303.1% | +1,486.0% |
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