+443.6%
STX vs ECHO
+260.3%
+183.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -1.9% |
| 7D | -28.5% | -2.4% | -26.1% | -28.1% |
| 30D | -42.9% | -3.1% | -39.8% | -42.6% |
| 3M | -45.9% | +8.7% | -54.6% | -46.4% |
| 6M | -41.3% | -24.8% | -16.5% | -39.6% |
| YTD | +67.9% | -13.0% | +80.9% | +69.2% |
| 1Y | +66.5% | +33.9% | +32.6% | +60.3% |
| 3Y | +588.0% | +791.8% | -203.8% | +359.9% |
| All | +443.6% | +260.3% | +183.3% | +341.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling