+415.7%
ECHO vs SCCO
+178.0%
+237.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.8% | +2.9% |
| 7D | +2.3% | -2.7% | +5.0% | +3.0% |
| 30D | +4.4% | -0.2% | +4.6% | +3.9% |
| 3M | -20.3% | +17.8% | -38.1% | -25.0% |
| 6M | -15.3% | +2.3% | -17.6% | -17.5% |
| YTD | -15.5% | +41.6% | -57.1% | -27.2% |
| 1Y | +15.0% | +101.9% | -86.9% | -13.5% |
| All | +415.7% | +178.0% | +237.7% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling