+387.0%
ECHO vs SN
+659.6%
-272.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.7% | +2.5% | +4.5% |
| 7D | -2.4% | +7.2% | -9.6% | -4.3% |
| 30D | -3.1% | +20.4% | -23.5% | -8.3% |
| 3M | +8.7% | +23.9% | -15.2% | +1.8% |
| 6M | -24.8% | +93.0% | -117.8% | -38.7% |
| YTD | -13.0% | +99.2% | -112.2% | -30.5% |
| 1Y | +33.9% | +142.6% | -108.7% | +0.5% |
| 3Y | +791.8% | +398.8% | +393.0% | +460.9% |
| All | +387.0% | +659.6% | -272.6% | +202.1% |
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