+240.0%
ECHO vs SBAC
+519.4%
-279.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +3.4% | -0.8% | +4.2% | +3.7% |
| 30D | +2.4% | +6.9% | -4.6% | +0.2% |
| 3M | -28.0% | -8.2% | -19.7% | -26.3% |
| 6M | -21.2% | -1.6% | -19.6% | -21.7% |
| YTD | -17.4% | -0.1% | -17.3% | -18.4% |
| 1Y | +33.6% | -0.5% | +34.0% | +31.4% |
| 3Y | +419.7% | -9.1% | +428.7% | +418.0% |
| 5Y | +241.7% | -43.8% | +285.5% | +288.9% |
| 10Y | +180.8% | +80.5% | +100.2% | +102.0% |
| All | +240.0% | +519.4% | -279.4% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling