+422.5%
STM vs ECHO
+168.8%
+253.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.2% | +5.4% |
| 7D | -5.6% | +3.0% | -8.6% | -5.9% |
| 30D | -14.4% | +6.7% | -21.1% | -15.3% |
| 3M | -20.5% | +12.4% | -32.9% | -22.0% |
| 6M | -24.5% | -20.4% | -4.1% | -21.4% |
| YTD | +72.7% | -6.9% | +79.6% | +73.7% |
| 1Y | +91.0% | +37.7% | +53.3% | +78.6% |
| 3Y | +13.5% | +902.9% | -889.4% | -46.1% |
| 5Y | -9.2% | +275.3% | -284.5% | -41.7% |
| 10Y | +422.5% | +159.0% | +263.5% | +316.1% |
| All | +422.5% | +168.8% | +253.8% | +316.1% |
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