+1.5%
SMR vs ECHO
+276.6%
-275.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.1% | -5.7% |
| 7D | +4.7% | +2.3% | +2.4% | +4.3% |
| 30D | +3.2% | +4.4% | -1.2% | +2.4% |
| 3M | +9.9% | -20.3% | +30.2% | +14.5% |
| 6M | -15.1% | -15.3% | +0.2% | -12.7% |
| YTD | -27.9% | -15.5% | -12.4% | -25.5% |
| 1Y | -70.2% | +15.0% | -85.2% | -70.9% |
| 3Y | +72.5% | +409.1% | -336.7% | +8.6% |
| All | +1.5% | +276.6% | -275.1% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling