+5.2%
SSPC vs ECHO
-15.9%
+21.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.3% | +11.0% | +0.3% |
| 7D | +11.8% | +4.6% | +7.2% | +24.9% |
| 30D | +44.7% | +0.4% | +44.3% | +51.8% |
| 3M | -40.7% | +7.7% | -48.4% | -12.1% |
| All | +5.2% | -15.9% | +21.1% | +7.6% |
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 · Available span rolling