+420.8%
ECHO vs SN
+681.9%
-261.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.9% | +4.0% | +6.1% |
| 7D | +3.0% | +7.6% | -4.6% | +0.9% |
| 30D | +6.7% | +24.1% | -17.4% | +0.2% |
| 3M | +12.4% | +23.7% | -11.3% | +5.3% |
| 6M | -20.4% | +105.5% | -125.9% | -36.3% |
| YTD | -6.9% | +105.1% | -112.0% | -26.3% |
| 1Y | +37.7% | +148.3% | -110.6% | +2.7% |
| 3Y | +902.9% | +438.7% | +464.2% | +521.3% |
| All | +420.8% | +681.9% | -261.1% | +220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling