+295.5%
SPGI vs ECHO
+193.6%
+101.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.6% |
| 7D | -2.5% | +8.6% | -11.1% | -3.2% |
| 30D | +5.4% | +3.8% | +1.7% | +5.0% |
| 3M | +9.0% | -19.9% | +28.9% | +10.9% |
| 6M | +0.8% | -12.1% | +12.8% | +1.1% |
| YTD | -12.6% | -14.1% | +1.5% | -12.4% |
| 1Y | -16.1% | +15.9% | -32.0% | -18.7% |
| 3Y | +19.0% | +417.8% | -398.9% | -13.2% |
| 5Y | +5.1% | +259.3% | -254.2% | -19.2% |
| 10Y | +295.5% | +192.7% | +102.7% | +203.8% |
| All | +295.5% | +193.6% | +101.9% | +203.8% |
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