-27.8%
STM vs ECHO
-20.3%
-7.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +1.2% |
| 7D | -10.7% | -2.4% | -8.3% | -9.0% |
| 30D | -25.7% | -3.1% | -22.6% | -24.0% |
| 3M | -21.6% | +8.7% | -30.3% | -24.3% |
| 6M | -27.8% | -24.8% | -3.0% | -20.7% |
| All | -27.8% | -20.3% | -7.5% | -20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling