+294.4%
ECHO vs SAN
+76.1%
+218.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | +2.2% | +10.8% | -8.6% | -1.6% |
| 30D | +9.8% | -5.7% | +15.6% | +11.8% |
| 3M | +16.8% | -13.4% | +30.3% | +22.5% |
| 6M | -18.1% | +3.5% | -21.6% | -19.5% |
| YTD | -4.2% | +9.7% | -13.9% | -8.6% |
| 1Y | +41.2% | +20.9% | +20.4% | +30.1% |
| 3Y | +943.7% | +254.3% | +689.4% | +562.5% |
| 5Y | +277.5% | +304.2% | -26.7% | +123.9% |
| 10Y | +159.8% | +260.2% | -100.5% | +50.3% |
| All | +294.4% | +76.1% | +218.3% | +132.1% |
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