+318.0%
SPYM vs ECHO
+197.5%
+120.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -0.8% | +3.7% | -4.5% | -1.2% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +3.9% | -27.3% | +31.2% | +7.1% |
| 6M | +13.6% | -17.0% | +30.6% | +15.0% |
| YTD | +12.7% | -14.3% | +27.0% | +13.4% |
| 1Y | +17.6% | +20.9% | -3.3% | +13.6% |
| 3Y | +77.2% | +423.0% | -345.7% | +26.7% |
| 5Y | +84.1% | +265.7% | -181.6% | +39.6% |
| All | +318.0% | +197.5% | +120.5% | +233.9% |
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