+123.8%
STX vs ECHO
+34.5%
+89.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.9% | -7.2% |
| 7D | -20.2% | +4.6% | -24.8% | -21.1% |
| 30D | -37.2% | +0.4% | -37.6% | -37.4% |
| 3M | -34.1% | +7.7% | -41.7% | -35.4% |
| 6M | -24.5% | -18.0% | -6.4% | -23.6% |
| YTD | +102.9% | -9.3% | +112.2% | +91.9% |
| 1Y | +123.8% | +34.2% | +89.6% | +85.8% |
| All | +123.8% | +34.5% | +89.3% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling