+93.6%
STX vs ECHO
+37.1%
+56.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | +0.1% |
| 7D | +16.8% | +9.1% | +7.7% | +13.3% |
| 30D | -27.0% | +7.2% | -34.2% | -28.2% |
| 3M | -37.9% | +6.1% | -44.0% | -38.8% |
| 6M | -32.5% | -24.2% | -8.3% | -30.2% |
| YTD | +98.6% | -9.7% | +108.3% | +85.6% |
| 1Y | +93.6% | +40.9% | +52.7% | +46.3% |
| All | +93.6% | +37.1% | +56.5% | +46.3% |
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