+282.3%
ECHO vs SARO
-22.5%
+304.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | +3.7% | -3.1% | +6.8% | +5.4% |
| 30D | +0.7% | -12.2% | +12.9% | +7.7% |
| 3M | -27.3% | -7.4% | -19.9% | -25.6% |
| 6M | -17.0% | -15.3% | -1.7% | -11.1% |
| YTD | -14.3% | -16.2% | +1.9% | -8.2% |
| 1Y | +20.9% | -12.1% | +33.0% | +25.3% |
| All | +282.3% | -22.5% | +304.8% | +311.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling