+253.7%
ECHO vs SIRI
+21.9%
+231.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +8.6% | +4.3% | +4.3% | +7.8% |
| 30D | +3.8% | -2.8% | +6.6% | +4.2% |
| 3M | -19.9% | +5.9% | -25.8% | -20.7% |
| 6M | -12.1% | +31.9% | -44.0% | -16.0% |
| YTD | -14.1% | +48.7% | -62.7% | -19.6% |
| 1Y | +15.9% | +23.2% | -7.4% | +11.4% |
| 3Y | +417.8% | -23.9% | +441.7% | +423.3% |
| 5Y | +259.3% | -43.4% | +302.7% | +270.2% |
| 10Y | +192.7% | -13.6% | +206.4% | +185.1% |
| All | +253.7% | +21.9% | +231.8% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling