+88.9%
SMR vs ECHO
+436.9%
-348.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.0% | +11.2% | +14.5% |
| 7D | +21.4% | +8.6% | +12.8% | +19.5% |
| 30D | +13.8% | +3.8% | +10.1% | +13.1% |
| 3M | +3.9% | -19.9% | +23.8% | +8.0% |
| 6M | -4.2% | -12.1% | +7.9% | -2.2% |
| YTD | -21.1% | -14.1% | -7.0% | -18.8% |
| 1Y | -67.1% | +15.9% | -82.9% | -67.8% |
| 3Y | +88.9% | +417.8% | -329.0% | +2.0% |
| All | +88.9% | +436.9% | -348.0% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling