+43.4%
ECHO vs SGI
-32.6%
+75.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +3.6% | -10.5% | +14.1% | +5.7% |
| 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% | -20.4% |
| YTD | -6.0% | -29.5% | +23.5% | -0.8% |
| 1Y | +43.4% | -31.5% | +74.9% | +53.5% |
| All | +43.4% | -32.6% | +75.9% | +53.5% |
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