+14.8%
SPYM vs ECHO
+34.5%
-19.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +4.9% | +1.9% |
| 7D | -0.7% | +4.6% | -5.3% | -1.1% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | -0.3% | +7.7% | -8.0% | -1.1% |
| 6M | +7.3% | -18.0% | +25.4% | +8.1% |
| YTD | +13.4% | -9.3% | +22.7% | +12.9% |
| 1Y | +14.8% | +34.2% | -19.4% | +12.1% |
| All | +14.8% | +34.5% | -19.7% | +12.1% |
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 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