+191.3%
ECHO vs SFM
+280.6%
-89.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -1.7% |
| 7D | +5.3% | -7.2% | +12.5% | +6.4% |
| 30D | +2.4% | -14.3% | +16.8% | +4.5% |
| 3M | -21.8% | -13.7% | -8.1% | -20.4% |
| 6M | -16.9% | -6.0% | -10.9% | -16.9% |
| YTD | -16.0% | -8.2% | -7.8% | -15.9% |
| 1Y | +9.3% | -46.2% | +55.5% | +18.5% |
| 3Y | +406.2% | +83.6% | +322.7% | +350.9% |
| 5Y | +251.0% | +212.7% | +38.3% | +183.6% |
| 10Y | +191.3% | +273.0% | -81.7% | +110.4% |
| All | +191.3% | +280.6% | -89.3% | +110.4% |
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