+660.9%
SPYM vs ECHO
+216.6%
+444.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +0.1% | +2.4% | -2.3% | -0.3% |
| 3M | +2.0% | -28.0% | +30.0% | +6.6% |
| 6M | +13.1% | -21.2% | +34.3% | +15.9% |
| YTD | +13.6% | -17.4% | +31.0% | +15.1% |
| 1Y | +20.1% | +33.6% | -13.5% | +12.1% |
| 3Y | +77.6% | +419.7% | -342.1% | +10.7% |
| 5Y | +82.5% | +241.7% | -159.2% | +23.1% |
| 10Y | +317.6% | +180.8% | +136.8% | +182.7% |
| All | +660.9% | +216.6% | +444.3% | +308.5% |
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