+73.1%
SPYM vs ECHO
+227.9%
-154.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | +2.6% | +5.7% | -3.1% | +2.1% |
| 30D | -2.0% | +13.8% | -15.8% | -2.9% |
| 3M | -2.8% | +9.1% | -11.9% | -3.5% |
| 6M | +2.2% | -24.9% | +27.1% | +3.6% |
| YTD | +11.5% | -8.0% | +19.5% | +11.3% |
| 1Y | +13.5% | +42.9% | -29.4% | +10.0% |
| 3Y | +78.0% | +926.7% | -848.7% | +35.7% |
| All | +73.1% | +227.9% | -154.8% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling