+274.9%
ECHO vs SARO
-21.9%
+296.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +2.4% | -14.5% | +16.9% | +11.0% |
| 3M | -21.8% | -5.3% | -16.5% | -20.8% |
| 6M | -16.9% | -15.3% | -1.6% | -11.0% |
| YTD | -16.0% | -15.6% | -0.4% | -10.3% |
| 1Y | +9.3% | -9.1% | +18.4% | +10.8% |
| All | +274.9% | -21.9% | +296.7% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling