+159.8%
ECHO vs SFM
+138.5%
+21.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.4% | +3.1% |
| 7D | +2.2% | -6.9% | +9.1% | +3.1% |
| 30D | +9.8% | -25.0% | +34.8% | +13.0% |
| 3M | +16.8% | -42.7% | +59.6% | +24.7% |
| 6M | -18.1% | -41.0% | +22.9% | -13.2% |
| YTD | -4.2% | -38.7% | +34.5% | +0.3% |
| 1Y | +41.2% | -38.1% | +79.4% | +47.2% |
| 3Y | +943.7% | +19.3% | +924.3% | +874.5% |
| 5Y | +277.5% | +103.1% | +174.4% | +220.8% |
| 10Y | +159.8% | +131.1% | +28.7% | +109.7% |
| All | +159.8% | +138.5% | +21.3% | +109.7% |
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