+381.3%
STM vs ECHO
+233.6%
+147.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +3.0% |
| 7D | -10.7% | -2.4% | -8.3% | -9.9% |
| 30D | -25.7% | -3.1% | -22.6% | -24.9% |
| 3M | -21.6% | +8.7% | -30.3% | -23.0% |
| 6M | -27.8% | -24.8% | -3.0% | -22.4% |
| YTD | +61.8% | -13.0% | +74.7% | +65.6% |
| 1Y | +78.1% | +33.9% | +44.2% | +62.1% |
| 3Y | +4.9% | +791.8% | -786.9% | -61.1% |
| 5Y | -14.3% | +261.7% | -276.0% | -57.1% |
| 10Y | +414.1% | +157.3% | +256.8% | +184.0% |
| All | +381.3% | +233.6% | +147.7% | +85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling