+259.3%
ECHO vs SAN
+381.9%
-122.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +8.6% | +3.3% | +5.2% | +7.0% |
| 30D | +3.8% | +1.1% | +2.7% | +3.2% |
| 3M | -19.9% | +22.2% | -42.1% | -27.0% |
| 6M | -12.1% | +36.0% | -48.1% | -23.8% |
| YTD | -14.1% | +28.2% | -42.3% | -24.4% |
| 1Y | +15.9% | +54.1% | -38.3% | -7.1% |
| 3Y | +417.8% | +354.2% | +63.6% | +165.0% |
| 5Y | +259.3% | +387.3% | -128.0% | +76.8% |
| All | +259.3% | +381.9% | -122.6% | +76.8% |
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