+362.2%
ECHO vs SN
+490.7%
-128.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | +3.4% | -9.3% | +12.7% | +6.2% |
| 30D | +2.4% | -4.8% | +7.2% | +3.6% |
| 3M | -28.0% | +40.4% | -68.4% | -35.3% |
| 6M | -21.2% | +50.9% | -72.2% | -31.3% |
| YTD | -17.4% | +54.9% | -72.3% | -29.0% |
| 1Y | +33.6% | +43.0% | -9.4% | +17.3% |
| 3Y | +419.7% | +391.8% | +27.8% | +239.0% |
| All | +362.2% | +490.7% | -128.5% | +208.8% |
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