+15.9%
ECHO vs SNAP
-25.5%
+41.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.2% |
| 7D | +8.6% | +1.5% | +7.1% | +8.1% |
| 30D | +3.8% | +1.9% | +1.9% | +2.7% |
| 3M | -19.9% | -3.9% | -16.0% | -20.0% |
| 6M | -12.1% | +5.2% | -17.3% | -14.6% |
| YTD | -14.1% | -32.7% | +18.7% | -9.4% |
| 1Y | +15.9% | -24.8% | +40.7% | +26.0% |
| All | +15.9% | -25.5% | +41.4% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling