+192.5%
ECHO vs SIRI
-10.2%
+202.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +3.7% | +0.6% | +3.2% | +3.6% |
| 30D | +0.7% | +2.5% | -1.8% | -0.1% |
| 3M | -27.3% | +6.6% | -33.9% | -28.8% |
| 6M | -17.0% | +32.9% | -49.9% | -23.8% |
| YTD | -14.3% | +50.5% | -64.8% | -24.5% |
| 1Y | +20.9% | +28.0% | -7.1% | +11.1% |
| 3Y | +423.0% | -22.4% | +445.4% | +429.1% |
| 5Y | +265.7% | -41.3% | +307.0% | +278.9% |
| All | +192.5% | -10.2% | +202.7% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling