+6,921.8%
STX vs ECHO
+216.6%
+6,705.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | +3.4% | -1.1% | +1.5% |
| 30D | +1.4% | +2.4% | -1.0% | +0.8% |
| 3M | -8.2% | -28.0% | +19.7% | -1.0% |
| 6M | +127.0% | -21.2% | +148.3% | +137.2% |
| YTD | +209.1% | -17.4% | +226.5% | +217.5% |
| 1Y | +365.4% | +33.6% | +331.8% | +320.4% |
| 3Y | +1,135.4% | +419.7% | +715.7% | +479.8% |
| 5Y | +991.5% | +241.7% | +749.8% | +480.7% |
| 10Y | +3,695.8% | +180.8% | +3,515.1% | +1,924.6% |
| All | +6,921.8% | +216.6% | +6,705.2% | +2,483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling