+262.5%
ECHO vs SAN
+267.8%
-5.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.5% | +6.2% |
| 7D | -2.4% | +4.9% | -7.3% | -4.8% |
| 30D | -3.1% | -13.0% | +9.8% | +2.7% |
| 3M | +8.7% | -18.9% | +27.6% | +18.9% |
| 6M | -24.8% | -4.1% | -20.6% | -24.0% |
| YTD | -13.0% | +2.6% | -15.5% | -15.9% |
| 1Y | +33.9% | +16.9% | +17.0% | +21.2% |
| 3Y | +791.8% | +239.1% | +552.7% | +408.4% |
| All | +262.5% | +267.8% | -5.3% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling