+159.8%
ECHO vs SAN
+255.1%
-95.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +2.2% | +10.8% | -8.6% | -2.5% |
| 30D | +9.8% | -5.7% | +15.6% | +12.3% |
| 3M | +16.8% | -13.4% | +30.3% | +23.9% |
| 6M | -18.1% | +3.5% | -21.6% | -19.9% |
| YTD | -4.2% | +9.7% | -13.9% | -9.9% |
| 1Y | +41.2% | +20.9% | +20.4% | +27.0% |
| 3Y | +943.7% | +254.3% | +689.4% | +486.5% |
| 5Y | +277.5% | +304.2% | -26.7% | +94.4% |
| 10Y | +159.8% | +260.2% | -100.5% | +30.9% |
| All | +159.8% | +255.1% | -95.3% | +30.9% |
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