+211.5%
ECHO vs SFM
+41.7%
+169.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.0% | +6.0% | +6.8% |
| 7D | +3.0% | -10.2% | +13.2% | +4.5% |
| 30D | +6.7% | -23.9% | +30.6% | +9.9% |
| 3M | +12.4% | -42.3% | +54.6% | +20.4% |
| 6M | -20.4% | -40.1% | +19.7% | -15.5% |
| YTD | -6.9% | -37.8% | +30.9% | -2.5% |
| 1Y | +37.7% | -37.1% | +74.8% | +43.6% |
| 3Y | +902.9% | +21.5% | +881.3% | +829.0% |
| 5Y | +275.3% | +103.8% | +171.6% | +214.3% |
| 10Y | +159.0% | +142.0% | +17.0% | +101.7% |
| All | +211.5% | +41.7% | +169.8% | +174.7% |
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 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