+192.5%
ECHO vs SGI
+270.1%
-77.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | +3.7% | -4.5% | +8.2% | +5.1% |
| 30D | +0.7% | +4.2% | -3.5% | -0.7% |
| 3M | -27.3% | -7.4% | -19.9% | -26.0% |
| 6M | -17.0% | -15.1% | -1.9% | -13.8% |
| YTD | -14.3% | -24.7% | +10.4% | -8.3% |
| 1Y | +20.9% | -21.8% | +42.7% | +27.3% |
| 3Y | +423.0% | +50.0% | +372.9% | +357.0% |
| 5Y | +265.7% | +48.9% | +216.7% | +208.1% |
| All | +192.5% | +270.1% | -77.6% | +66.3% |
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