+33.6%
ECHO vs SARO
-7.4%
+41.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +2.4% | -20.0% | +22.4% | +11.9% |
| 3M | -28.0% | -2.9% | -25.1% | -28.4% |
| 6M | -21.2% | -17.7% | -3.6% | -15.1% |
| YTD | -17.4% | -13.5% | -3.9% | -14.1% |
| 1Y | +33.6% | -9.7% | +43.3% | +36.3% |
| All | +33.6% | -7.4% | +41.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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