+338.6%
SPGI vs ECHO
+155.6%
+183.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.5% |
| 7D | -1.4% | +3.6% | -5.0% | -1.7% |
| 30D | +15.3% | +7.5% | +7.8% | +14.3% |
| 3M | +16.5% | +16.2% | +0.4% | +14.6% |
| 6M | +19.8% | -20.9% | +40.7% | +21.6% |
| YTD | -3.2% | -6.0% | +2.7% | -4.0% |
| 1Y | +1.8% | +43.4% | -41.6% | -3.5% |
| 3Y | +30.6% | +924.0% | -893.5% | -15.2% |
| 5Y | +16.0% | +249.6% | -233.6% | -8.3% |
| 10Y | +338.6% | +151.3% | +187.3% | +277.0% |
| All | +338.6% | +155.6% | +183.0% | +277.0% |
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 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