+657.6%
STM vs ECHO
+193.6%
+464.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.3% |
| 7D | +5.2% | +8.6% | -3.4% | +3.6% |
| 30D | -7.4% | +3.8% | -11.1% | -8.0% |
| 3M | -30.6% | -19.9% | -10.7% | -27.8% |
| 6M | +66.4% | -12.1% | +78.4% | +69.3% |
| YTD | +101.1% | -14.1% | +115.2% | +104.9% |
| 1Y | +97.4% | +15.9% | +81.5% | +89.6% |
| 3Y | +21.1% | +417.8% | -396.7% | -30.6% |
| 5Y | +22.5% | +259.3% | -236.8% | -22.4% |
| 10Y | +657.6% | +192.7% | +464.9% | +430.5% |
| All | +657.6% | +193.6% | +464.0% | +430.5% |
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 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