+258.5%
ECHO vs SEI
+1,007.8%
-749.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -8.0% | -3.2% |
| 7D | +5.3% | +28.2% | -22.9% | +0.8% |
| 30D | +2.4% | +15.5% | -13.0% | -0.4% |
| 3M | -21.8% | -1.4% | -20.4% | -22.5% |
| 6M | -16.9% | +37.4% | -54.3% | -22.7% |
| YTD | -16.0% | +47.8% | -63.8% | -23.5% |
| 1Y | +9.3% | +174.3% | -165.0% | -12.3% |
| 3Y | +406.2% | +598.5% | -192.3% | +225.9% |
| All | +258.5% | +1,007.8% | -749.2% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling