+1,430.6%
SPGI vs ECHO
+216.6%
+1,214.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +8.4% | +2.4% | +6.0% | +7.9% |
| 3M | +11.8% | -28.0% | +39.8% | +17.5% |
| 6M | +5.7% | -21.2% | +27.0% | +8.3% |
| YTD | -9.7% | -17.4% | +7.7% | -8.7% |
| 1Y | -12.5% | +33.6% | -46.0% | -19.9% |
| 3Y | +21.8% | +419.7% | -397.9% | -32.5% |
| 5Y | +8.2% | +241.7% | -233.5% | -34.5% |
| 10Y | +309.5% | +180.8% | +128.8% | +145.0% |
| All | +1,430.6% | +216.6% | +1,214.0% | +583.1% |
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