+1,514.5%
SPGI vs ECHO
+233.6%
+1,280.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.5% |
| 30D | +18.4% | -3.1% | +21.5% | +18.6% |
| 3M | +15.7% | +8.7% | +7.0% | +13.4% |
| 6M | +17.3% | -24.8% | +42.0% | +21.4% |
| YTD | -4.7% | -13.0% | +8.2% | -5.1% |
| 1Y | +1.8% | +33.9% | -32.1% | -6.8% |
| 3Y | +31.7% | +791.8% | -760.1% | -36.5% |
| 5Y | +12.1% | +261.7% | -249.6% | -32.9% |
| 10Y | +341.9% | +157.3% | +184.7% | +177.1% |
| All | +1,514.5% | +233.6% | +1,280.9% | +610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling