-75.5%
SMR vs ECHO
+17.8%
-93.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.4% | -17.1% | -16.4% |
| 7D | -11.2% | +3.7% | -15.0% | -12.8% |
| 30D | -10.2% | +0.7% | -10.9% | -10.5% |
| 3M | -10.0% | -27.3% | +17.3% | +2.6% |
| 6M | -30.5% | -17.0% | -13.5% | -28.0% |
| YTD | -39.2% | -14.3% | -24.9% | -36.9% |
| 1Y | -75.5% | +20.9% | -96.4% | -78.5% |
| All | -75.5% | +17.8% | -93.3% | -78.5% |
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 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