+151.3%
ECHO vs SGI
+337.7%
-186.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +3.6% | -10.5% | +14.1% | +7.0% |
| 30D | +7.5% | +0.1% | +7.3% | +6.7% |
| 3M | +16.2% | -4.0% | +20.1% | +16.5% |
| 6M | -20.9% | -5.6% | -15.2% | -20.5% |
| YTD | -6.0% | -29.5% | +23.5% | +2.0% |
| 1Y | +43.4% | -31.5% | +74.9% | +56.9% |
| 3Y | +924.0% | +71.6% | +852.4% | +752.5% |
| 5Y | +249.6% | +50.5% | +199.1% | +190.6% |
| 10Y | +151.3% | +333.9% | -182.6% | +36.1% |
| All | +151.3% | +337.7% | -186.4% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling