+144.9%
ECHO vs SFM
+140.2%
+4.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +5.7% | +6.0% | -0.4% | +4.9% |
| 30D | +13.8% | -19.5% | +33.3% | +16.1% |
| 3M | +9.1% | -37.0% | +46.1% | +14.9% |
| 6M | -24.9% | -41.0% | +16.1% | -20.4% |
| YTD | -8.0% | -34.6% | +26.6% | -4.5% |
| 1Y | +42.9% | -36.3% | +79.2% | +48.6% |
| 3Y | +926.7% | +24.5% | +902.2% | +854.1% |
| 5Y | +230.4% | +115.9% | +114.5% | +178.6% |
| All | +144.9% | +140.2% | +4.7% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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