+380.8%
ECHO vs SN
+496.6%
-115.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.7% |
| 7D | +8.6% | +0.1% | +8.5% | +8.5% |
| 30D | +3.8% | -5.6% | +9.4% | +5.3% |
| 3M | -19.9% | +48.1% | -68.0% | -29.2% |
| 6M | -12.1% | +57.6% | -69.7% | -24.4% |
| YTD | -14.1% | +56.5% | -70.6% | -26.3% |
| 1Y | +15.9% | +52.6% | -36.7% | -0.2% |
| 3Y | +417.8% | +412.0% | +5.9% | +235.0% |
| All | +380.8% | +496.6% | -115.8% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling