+412.3%
ECHO vs SFM
+107.8%
+304.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +2.4% | -4.4% | +6.7% | +2.9% |
| 3M | -28.0% | +1.5% | -29.5% | -28.4% |
| 6M | -21.2% | +6.5% | -27.7% | -22.8% |
| YTD | -17.4% | +2.2% | -19.6% | -18.4% |
| 1Y | +33.6% | -41.9% | +75.5% | +51.6% |
| All | +412.3% | +107.8% | +304.5% | +201.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling