+151.3%
ECHO vs SAN
+275.0%
-123.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.6% |
| 7D | +3.6% | +3.4% | +0.2% | +2.1% |
| 30D | +7.5% | -6.3% | +13.7% | +10.1% |
| 3M | +16.2% | -14.1% | +30.3% | +23.6% |
| 6M | -20.9% | +4.2% | -25.0% | -22.9% |
| YTD | -6.0% | +9.0% | -15.0% | -11.4% |
| 1Y | +43.4% | +18.8% | +24.6% | +29.9% |
| 3Y | +924.0% | +252.0% | +672.0% | +475.8% |
| 5Y | +249.6% | +299.5% | -49.8% | +80.4% |
| 10Y | +151.3% | +276.7% | -125.4% | +22.5% |
| All | +151.3% | +275.0% | -123.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling