+42.9%
ECHO vs SBAC
-2.9%
+45.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | +13.8% | +5.5% | +8.3% | +12.6% |
| 3M | +9.1% | +3.1% | +6.0% | +8.1% |
| 6M | -24.9% | -7.0% | -17.9% | -24.2% |
| YTD | -8.0% | +0.5% | -8.5% | -9.3% |
| 1Y | +42.9% | +0.2% | +42.7% | +41.4% |
| All | +42.9% | -2.9% | +45.8% | +41.4% |
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