+366.2%
STX vs ECHO
+9.3%
+357.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | +9.6% | +5.3% | +4.2% | +8.1% |
| 30D | +10.6% | +2.4% | +8.2% | +10.1% |
| 3M | +4.8% | -21.8% | +26.6% | +8.8% |
| 6M | +137.3% | -16.9% | +154.2% | +137.0% |
| YTD | +222.5% | -16.0% | +238.5% | +217.0% |
| 1Y | +366.2% | +9.3% | +356.9% | +340.8% |
| All | +366.2% | +9.3% | +357.0% | +340.8% |
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