+34.2%
ECHO vs SCCO
+43.0%
-8.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.8% |
| 7D | +4.6% | -7.9% | +12.5% | +7.0% |
| 30D | +0.4% | -13.0% | +13.4% | +4.5% |
| 3M | +7.7% | -6.9% | +14.5% | +9.3% |
| 6M | -18.0% | +11.0% | -29.0% | -20.9% |
| YTD | -9.3% | +30.3% | -39.5% | -16.1% |
| 1Y | +34.2% | +45.0% | -10.8% | +21.1% |
| All | +34.2% | +43.0% | -8.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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