-16.1%
SPGI vs ECHO
+14.6%
-30.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.2% |
| 7D | -2.5% | +8.6% | -11.1% | -2.5% |
| 30D | +5.4% | +3.8% | +1.7% | +5.4% |
| 3M | +9.0% | -19.9% | +28.9% | +9.5% |
| 6M | +0.8% | -12.1% | +12.8% | +0.1% |
| YTD | -12.6% | -14.1% | +1.5% | -13.0% |
| 1Y | -16.1% | +15.9% | -32.0% | -19.0% |
| All | -16.1% | +14.6% | -30.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling