+4,050.7%
STX vs ECHO
+267.2%
+3,783.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.6% |
| 7D | -17.3% | +2.2% | -19.5% | -17.4% |
| 30D | -35.9% | +9.8% | -45.8% | -37.2% |
| 3M | -37.3% | +16.8% | -54.2% | -39.6% |
| 6M | -35.8% | -18.1% | -17.7% | -33.2% |
| YTD | +82.7% | -4.2% | +86.9% | +81.1% |
| 1Y | +71.6% | +41.2% | +30.4% | +54.3% |
| 3Y | +635.3% | +943.7% | -308.4% | +177.8% |
| 5Y | +483.8% | +277.5% | +206.2% | +207.4% |
| 10Y | +1,967.8% | +159.8% | +1,808.0% | +1,091.2% |
| All | +4,050.7% | +267.2% | +3,783.5% | +1,373.8% |
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 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