+113.5%
ECHO vs SNAP
-77.4%
+190.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.1% |
| 7D | +8.6% | +1.5% | +7.1% | +8.4% |
| 30D | +3.8% | +1.9% | +1.9% | +3.4% |
| 3M | -19.9% | -3.9% | -16.0% | -19.9% |
| 6M | -12.1% | +5.2% | -17.3% | -13.1% |
| YTD | -14.1% | -32.7% | +18.7% | -11.5% |
| 1Y | +15.9% | -24.8% | +40.7% | +17.8% |
| 3Y | +417.8% | -42.2% | +460.0% | +423.6% |
| 5Y | +259.3% | -92.7% | +352.0% | +301.6% |
| All | +113.5% | -77.4% | +190.9% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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