+33.6%
ECHO vs SGI
-17.2%
+50.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.4% | +8.5% | -5.1% | +1.7% |
| 30D | +2.4% | +0.7% | +1.7% | +2.2% |
| 3M | -28.0% | +0.6% | -28.6% | -28.2% |
| 6M | -21.2% | -17.9% | -3.3% | -19.6% |
| YTD | -17.4% | -21.2% | +3.8% | -15.8% |
| 1Y | +33.6% | -18.9% | +52.4% | +36.1% |
| All | +33.6% | -17.2% | +50.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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