+259.3%
ECHO vs SGI
+61.8%
+197.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.2% |
| 7D | +8.6% | +9.3% | -0.7% | +5.1% |
| 30D | +3.8% | +6.9% | -3.1% | +1.1% |
| 3M | -19.9% | +2.8% | -22.7% | -21.1% |
| 6M | -12.1% | -12.6% | +0.5% | -8.9% |
| YTD | -14.1% | -21.5% | +7.5% | -8.1% |
| 1Y | +15.9% | -18.8% | +34.6% | +21.5% |
| 3Y | +417.8% | +60.8% | +357.0% | +327.3% |
| 5Y | +259.3% | +60.0% | +199.3% | +178.9% |
| All | +259.3% | +61.8% | +197.5% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling