+1,537.1%
SOXX vs ECHO
+197.5%
+1,339.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +1.4% | +3.7% | -2.3% | +0.7% |
| 30D | -3.6% | +0.7% | -4.3% | -3.7% |
| 3M | -10.2% | -27.3% | +17.2% | -5.4% |
| 6M | +54.2% | -17.0% | +71.2% | +58.0% |
| YTD | +75.2% | -14.3% | +89.5% | +77.8% |
| 1Y | +107.5% | +20.9% | +86.6% | +98.1% |
| 3Y | +226.8% | +423.0% | -196.2% | +98.4% |
| 5Y | +251.2% | +265.7% | -14.5% | +132.6% |
| All | +1,537.1% | +197.5% | +1,339.6% | +1,117.6% |
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