+176.4%
ECHO vs SFM
+132.6%
+43.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.7% |
| YTD | -17.4% | +2.2% | -19.6% | -18.6% |
| 1Y | +33.6% | -41.9% | +75.5% | +43.5% |
| 3Y | +419.7% | +106.8% | +312.9% | +350.9% |
| 5Y | +241.7% | +231.6% | +10.1% | +169.2% |
| 10Y | +180.8% | +258.4% | -77.7% | +108.4% |
| All | +176.4% | +132.6% | +43.8% | +129.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling