-53.7%
SMR vs ECHO
+310.0%
-363.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.7% |
| 7D | -8.3% | +5.7% | -14.0% | -9.3% |
| 30D | -20.1% | +13.8% | -33.9% | -22.0% |
| 3M | -52.7% | +9.1% | -61.8% | -53.4% |
| 6M | -61.0% | -24.9% | -36.1% | -59.0% |
| YTD | -67.1% | -8.0% | -59.1% | -66.5% |
| 1Y | -79.9% | +42.9% | -122.8% | -81.0% |
| 3Y | +101.7% | +926.7% | -825.0% | +10.9% |
| All | -53.7% | +310.0% | -363.7% | -70.3% |
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