+9.3%
ECHO vs SFM
-47.5%
+56.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.3% |
| 7D | +5.3% | -7.2% | +12.5% | +5.2% |
| 30D | +2.4% | -14.3% | +16.8% | +2.3% |
| 3M | -21.8% | -13.7% | -8.1% | -21.8% |
| 6M | -16.9% | -6.0% | -10.9% | -16.6% |
| YTD | -16.0% | -8.2% | -7.8% | -15.3% |
| 1Y | +9.3% | -46.2% | +55.5% | +10.1% |
| All | +9.3% | -47.5% | +56.8% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling