+34.2%
ECHO vs SN
+156.5%
-122.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.9% |
| 7D | +4.6% | +10.6% | -6.1% | +2.7% |
| 30D | +0.4% | +20.0% | -19.6% | -2.9% |
| 3M | +7.7% | +30.4% | -22.7% | +2.1% |
| 6M | -18.0% | +91.0% | -109.0% | -28.1% |
| YTD | -9.3% | +95.9% | -105.2% | -22.4% |
| 1Y | +34.2% | +158.9% | -124.7% | +11.9% |
| All | +34.2% | +156.5% | -122.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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