+343.3%
SPGI vs ECHO
+144.4%
+199.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | +1.2% | +5.7% | -4.4% | +0.7% |
| 30D | +15.9% | +13.8% | +2.1% | +14.3% |
| 3M | +12.3% | +9.1% | +3.2% | +11.1% |
| 6M | +23.7% | -24.9% | +48.6% | +26.2% |
| YTD | -3.5% | -8.0% | +4.5% | -4.2% |
| 1Y | +0.4% | +42.9% | -42.5% | -4.8% |
| 3Y | +29.9% | +926.7% | -896.8% | -15.9% |
| 5Y | +15.2% | +230.4% | -215.2% | -7.9% |
| All | +343.3% | +144.4% | +199.0% | +283.6% |
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