+259.3%
ECHO vs SFM
+219.5%
+39.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.9% |
| 7D | +8.6% | -5.8% | +14.4% | +9.4% |
| 30D | +3.8% | -11.4% | +15.1% | +5.3% |
| 3M | -19.9% | -12.2% | -7.7% | -18.7% |
| 6M | -12.1% | -5.2% | -6.9% | -12.1% |
| YTD | -14.1% | -4.5% | -9.6% | -14.4% |
| 1Y | +15.9% | -45.4% | +61.2% | +27.0% |
| 3Y | +417.8% | +91.1% | +326.8% | +359.1% |
| 5Y | +259.3% | +226.8% | +32.5% | +183.6% |
| All | +259.3% | +219.5% | +39.8% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling