+283.1%
ECHO vs SBAC
+522.4%
-239.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.5% | +6.5% | +6.8% |
| 7D | +3.0% | +3.0% | 0.0% | +2.0% |
| 30D | +6.7% | +4.3% | +2.4% | +5.0% |
| 3M | +12.4% | +4.1% | +8.2% | +10.5% |
| 6M | -20.4% | -11.6% | -8.8% | -18.1% |
| YTD | -6.9% | +0.4% | -7.3% | -8.6% |
| 1Y | +37.7% | -1.1% | +38.8% | +35.6% |
| 3Y | +902.9% | -7.3% | +910.1% | +884.8% |
| 5Y | +275.3% | -40.8% | +316.1% | +318.9% |
| 10Y | +159.0% | +103.0% | +56.1% | +78.2% |
| All | +283.1% | +522.4% | -239.2% | +50.3% |
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