+9.3%
ECHO vs SAN
+53.7%
-44.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | +5.3% | -0.5% | +5.8% | +5.5% |
| 30D | +2.4% | -0.1% | +2.5% | +2.4% |
| 3M | -21.8% | +19.6% | -41.4% | -26.1% |
| 6M | -16.9% | +32.7% | -49.6% | -22.9% |
| YTD | -16.0% | +26.7% | -42.7% | -22.4% |
| 1Y | +9.3% | +51.6% | -42.4% | -1.2% |
| All | +9.3% | +53.7% | -44.4% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling