+33.6%
ECHO vs SIRI
+28.3%
+5.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | +3.4% | +1.6% | +1.8% | +3.1% |
| 30D | +2.4% | -4.7% | +7.1% | +3.1% |
| 3M | -28.0% | +5.3% | -33.2% | -28.9% |
| 6M | -21.2% | +30.5% | -51.8% | -25.3% |
| YTD | -17.4% | +49.6% | -67.0% | -24.0% |
| 1Y | +33.6% | +28.5% | +5.1% | +35.4% |
| All | +33.6% | +28.3% | +5.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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