+465.1%
STM vs ECHO
+144.4%
+320.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.2% |
| 7D | +12.0% | +5.7% | +6.3% | +10.8% |
| 30D | -0.4% | +13.8% | -14.2% | -2.6% |
| 3M | -13.2% | +9.1% | -22.3% | -14.4% |
| 6M | -26.1% | -24.9% | -1.1% | -22.2% |
| YTD | +81.2% | -8.0% | +89.2% | +82.5% |
| 1Y | +98.3% | +42.9% | +55.4% | +84.2% |
| 3Y | +16.7% | +926.7% | -910.0% | -45.2% |
| 5Y | -4.8% | +230.4% | -235.2% | -35.4% |
| All | +465.1% | +144.4% | +320.7% | +330.9% |
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