+191.3%
ECHO vs SAN
+329.5%
-138.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | +5.3% | -0.5% | +5.8% | +5.6% |
| 30D | +2.4% | -0.1% | +2.5% | +2.4% |
| 3M | -21.8% | +19.6% | -41.4% | -27.9% |
| 6M | -16.9% | +32.7% | -49.6% | -27.0% |
| YTD | -16.0% | +26.7% | -42.7% | -25.5% |
| 1Y | +9.3% | +51.6% | -42.4% | -10.9% |
| 3Y | +406.2% | +348.7% | +57.5% | +159.4% |
| 5Y | +251.0% | +378.7% | -127.8% | +68.6% |
| 10Y | +191.3% | +336.9% | -145.7% | +35.3% |
| All | +191.3% | +329.5% | -138.3% | +35.3% |
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