+102.5%
ECHO vs SEI
+644.4%
-541.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.4% |
| 7D | +3.7% | +22.6% | -18.9% | -0.4% |
| 30D | +0.7% | +9.1% | -8.4% | -1.4% |
| 3M | -27.3% | -11.3% | -16.0% | -26.7% |
| 6M | -17.0% | +22.0% | -39.0% | -21.8% |
| YTD | -14.3% | +47.3% | -61.6% | -23.0% |
| 1Y | +20.9% | +124.8% | -103.9% | -1.6% |
| 3Y | +423.0% | +591.3% | -168.3% | +210.4% |
| 5Y | +265.7% | +1,008.2% | -742.5% | +84.0% |
| All | +102.5% | +644.4% | -541.9% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling