+253.7%
ECHO vs SCCO
+1,230.8%
-977.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.9% | -0.9% | +2.5% |
| 7D | +8.6% | +3.4% | +5.1% | +7.4% |
| 30D | +3.8% | +6.6% | -2.9% | +1.4% |
| 3M | -19.9% | +24.5% | -44.4% | -25.5% |
| 6M | -12.1% | +16.5% | -28.6% | -17.1% |
| YTD | -14.1% | +52.1% | -66.2% | -26.3% |
| 1Y | +15.9% | +114.2% | -98.3% | -11.2% |
| 3Y | +417.8% | +207.4% | +210.4% | +247.3% |
| 5Y | +259.3% | +353.7% | -94.4% | +107.3% |
| 10Y | +192.7% | +1,144.5% | -951.8% | +20.1% |
| All | +253.7% | +1,230.8% | -977.0% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling