+191.3%
ECHO vs SBAC
+78.4%
+112.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +5.3% | +0.2% | +5.2% | +5.3% |
| 30D | +2.4% | +3.9% | -1.4% | +1.6% |
| 3M | -21.8% | -8.2% | -13.6% | -20.5% |
| 6M | -16.9% | -2.8% | -14.1% | -17.0% |
| YTD | -16.0% | -1.5% | -14.5% | -16.4% |
| 1Y | +9.3% | 0.0% | +9.3% | +8.1% |
| 3Y | +406.2% | -8.4% | +414.6% | +404.7% |
| 5Y | +251.0% | -43.5% | +294.5% | +284.6% |
| 10Y | +191.3% | +86.9% | +104.4% | +182.4% |
| All | +191.3% | +78.4% | +112.9% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling