+287.0%
ECHO vs SBAC
+521.3%
-234.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +3.6% | -2.8% | +6.4% | +4.5% |
| 30D | +7.5% | +3.1% | +4.3% | +6.1% |
| 3M | +16.2% | +5.1% | +11.0% | +13.9% |
| 6M | -20.9% | -11.4% | -9.5% | -18.6% |
| YTD | -6.0% | +0.2% | -6.2% | -7.7% |
| 1Y | +43.4% | -3.9% | +47.3% | +42.5% |
| 3Y | +924.0% | -7.7% | +931.7% | +907.1% |
| 5Y | +249.6% | -39.7% | +289.4% | +288.1% |
| 10Y | +151.3% | +111.9% | +39.4% | +70.3% |
| All | +287.0% | +521.3% | -234.4% | +51.9% |
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