+501.7%
STM vs ECHO
+216.6%
+285.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +3.4% | +2.4% | +4.9% |
| 30D | -1.0% | +2.4% | -3.4% | -1.6% |
| 3M | -33.3% | -28.0% | -5.3% | -27.4% |
| 6M | +57.4% | -21.2% | +78.6% | +65.8% |
| YTD | +102.2% | -17.4% | +119.6% | +109.2% |
| 1Y | +99.6% | +33.6% | +66.0% | +79.6% |
| 3Y | +14.5% | +419.7% | -405.2% | -49.4% |
| 5Y | +21.4% | +241.7% | -220.3% | -38.8% |
| 10Y | +695.0% | +180.8% | +514.2% | +314.0% |
| All | +501.7% | +216.6% | +285.0% | +133.7% |
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 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