+415.7%
ECHO vs SEI
+560.9%
-145.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.4% |
| 7D | +2.3% | +20.7% | -18.4% | -1.1% |
| 30D | +4.4% | +9.1% | -4.7% | +2.5% |
| 3M | -20.3% | -6.0% | -14.3% | -20.4% |
| 6M | -15.3% | +18.9% | -34.3% | -19.1% |
| YTD | -15.5% | +40.1% | -55.6% | -22.2% |
| 1Y | +15.0% | +120.6% | -105.7% | -3.5% |
| All | +415.7% | +560.9% | -145.2% | +291.4% |
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