-85.6%
SMR vs ECHO
+34.5%
-120.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -2.9% |
| 7D | -9.5% | +4.6% | -14.1% | -11.5% |
| 30D | -33.2% | +0.4% | -33.6% | -33.4% |
| 3M | -45.9% | +7.7% | -53.6% | -48.1% |
| 6M | -57.9% | -18.0% | -39.8% | -56.2% |
| YTD | -63.8% | -9.3% | -54.5% | -63.7% |
| 1Y | -85.6% | +34.2% | -119.8% | -87.7% |
| All | -85.6% | +34.5% | -120.1% | -87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling