+926.7%
ECHO vs SEI
+684.3%
+242.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +5.7% | +10.5% | -4.8% | +3.9% |
| 30D | +13.8% | -8.0% | +21.8% | +14.7% |
| 3M | +9.1% | +6.7% | +2.3% | +6.8% |
| 6M | -24.9% | -17.0% | -7.9% | -24.4% |
| YTD | -8.0% | +39.7% | -47.7% | -15.2% |
| 1Y | +42.9% | +43.2% | -0.3% | +30.4% |
| 3Y | +926.7% | +676.3% | +250.3% | +784.4% |
| All | +926.7% | +684.3% | +242.4% | +784.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling