+260.6%
ECHO vs SIRI
-42.5%
+303.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +2.3% | -3.0% | +5.3% | +3.0% |
| 30D | +4.4% | +1.3% | +3.1% | +4.0% |
| 3M | -20.3% | +5.6% | -25.9% | -21.5% |
| 6M | -15.3% | +35.2% | -50.5% | -21.3% |
| YTD | -15.5% | +49.1% | -64.6% | -23.5% |
| 1Y | +15.0% | +26.8% | -11.8% | +7.7% |
| 3Y | +409.1% | -23.7% | +432.8% | +414.1% |
| 5Y | +260.6% | -41.8% | +302.5% | +276.4% |
| All | +260.6% | -42.5% | +303.1% | +276.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling