+240.0%
ECHO vs SAN
+106.8%
+133.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +3.4% | +1.8% | +1.6% | +2.8% |
| 30D | +2.4% | +2.0% | +0.4% | +1.6% |
| 3M | -28.0% | +19.7% | -47.7% | -32.4% |
| 6M | -21.2% | +30.6% | -51.9% | -28.6% |
| YTD | -17.4% | +28.8% | -46.2% | -25.2% |
| 1Y | +33.6% | +57.8% | -24.2% | +12.3% |
| 3Y | +419.7% | +338.1% | +81.5% | +207.7% |
| 5Y | +241.7% | +384.2% | -142.5% | +90.4% |
| 10Y | +180.8% | +353.1% | -172.4% | +50.7% |
| All | +240.0% | +106.8% | +133.2% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling