+7.5%
SMR vs ECHO
+274.4%
-267.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.9% |
| 7D | +13.1% | +5.3% | +7.7% | +12.0% |
| 30D | +17.8% | +2.4% | +15.3% | +17.2% |
| 3M | +8.1% | -21.8% | +29.9% | +13.1% |
| 6M | -11.1% | -16.9% | +5.8% | -8.2% |
| YTD | -23.7% | -16.0% | -7.7% | -21.0% |
| 1Y | -69.4% | +9.3% | -78.7% | -69.8% |
| 3Y | +82.6% | +406.2% | -323.6% | +15.2% |
| All | +7.5% | +274.4% | -267.0% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling