+3,621.5%
STX vs ECHO
+187.5%
+3,434.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | +9.6% | +5.3% | +4.2% | +8.6% |
| 30D | +10.6% | +2.4% | +8.2% | +10.3% |
| 3M | +4.8% | -21.8% | +26.6% | +8.7% |
| 6M | +137.3% | -16.9% | +154.2% | +142.2% |
| YTD | +222.5% | -16.0% | +238.5% | +227.7% |
| 1Y | +366.2% | +9.3% | +356.9% | +352.7% |
| 3Y | +1,352.9% | +406.2% | +946.7% | +804.6% |
| 5Y | +1,077.4% | +251.0% | +826.5% | +702.3% |
| 10Y | +3,621.5% | +191.3% | +3,430.2% | +2,745.4% |
| All | +3,621.5% | +187.5% | +3,434.0% | +2,745.4% |
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