+33.6%
ECHO vs SBAC
-3.2%
+36.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | +2.4% | +6.9% | -4.6% | +1.6% |
| 3M | -28.0% | -8.2% | -19.7% | -27.4% |
| 6M | -21.2% | -1.6% | -19.6% | -23.9% |
| YTD | -17.4% | -0.1% | -17.3% | -20.5% |
| 1Y | +33.6% | -0.5% | +34.0% | +29.4% |
| All | +33.6% | -3.2% | +36.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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