+159.8%
ECHO vs SBAC
+103.9%
+55.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.4% | +2.8% |
| 7D | +2.2% | +3.6% | -1.5% | +1.3% |
| 30D | +9.8% | +4.9% | +4.9% | +8.4% |
| 3M | +16.8% | +6.5% | +10.4% | +14.8% |
| 6M | -18.1% | -11.1% | -7.0% | -16.4% |
| YTD | -4.2% | +0.9% | -5.1% | -5.5% |
| 1Y | +41.2% | -1.6% | +42.8% | +39.9% |
| 3Y | +943.7% | -7.0% | +950.7% | +930.0% |
| 5Y | +277.5% | -39.2% | +316.8% | +307.1% |
| 10Y | +159.8% | +111.4% | +48.4% | +150.1% |
| All | +159.8% | +103.9% | +55.9% | +150.1% |
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