+334.3%
SPGI vs ECHO
+168.8%
+165.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.2% | +0.1% |
| 7D | -0.9% | +3.0% | -3.9% | -1.2% |
| 30D | +15.5% | +6.7% | +8.8% | +14.6% |
| 3M | +15.7% | +12.4% | +3.3% | +14.1% |
| 6M | +19.1% | -20.4% | +39.5% | +20.8% |
| YTD | -4.1% | -6.9% | +2.9% | -4.8% |
| 1Y | +1.2% | +37.7% | -36.5% | -3.7% |
| 3Y | +31.6% | +902.9% | -871.3% | -14.3% |
| 5Y | +12.4% | +275.3% | -262.9% | -13.1% |
| 10Y | +334.3% | +159.0% | +175.3% | +271.2% |
| All | +334.3% | +168.8% | +165.5% | +271.2% |
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