+131.3%
ECHO vs SNAP
-79.0%
+210.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.8% | +5.1% | +6.8% |
| 7D | +3.0% | -7.3% | +10.4% | +3.8% |
| 30D | +6.7% | -18.9% | +25.6% | +8.9% |
| 3M | +12.4% | -5.3% | +17.6% | +12.6% |
| 6M | -20.4% | -16.9% | -3.5% | -19.4% |
| YTD | -6.9% | -37.4% | +30.5% | -3.6% |
| 1Y | +37.7% | -38.5% | +76.2% | +42.8% |
| 3Y | +902.9% | -55.1% | +957.9% | +934.9% |
| 5Y | +275.3% | -90.8% | +366.1% | +313.3% |
| All | +131.3% | -79.0% | +210.2% | +105.8% |
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