+1,144.9%
STX vs ECHO
+255.2%
+889.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +6.0% |
| 7D | +10.7% | +8.6% | +2.2% | +9.7% |
| 30D | +11.3% | +3.8% | +7.5% | +10.9% |
| 3M | +3.2% | -19.9% | +23.1% | +5.6% |
| 6M | +157.0% | -12.1% | +169.0% | +159.0% |
| YTD | +229.2% | -14.1% | +243.3% | +232.0% |
| 1Y | +381.8% | +15.9% | +366.0% | +369.9% |
| 3Y | +1,383.2% | +417.8% | +965.3% | +1,004.7% |
| 5Y | +1,144.9% | +259.3% | +885.6% | +903.0% |
| All | +1,144.9% | +255.2% | +889.7% | +903.0% |
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