+791.8%
ECHO vs SNAP
-53.8%
+845.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.8% | +5.7% |
| 7D | -2.4% | -7.1% | +4.7% | -1.1% |
| 30D | -3.1% | -14.6% | +11.5% | -0.5% |
| 3M | +8.7% | -5.0% | +13.7% | +8.9% |
| 6M | -24.8% | -18.8% | -5.9% | -22.8% |
| YTD | -13.0% | -38.5% | +25.6% | -7.3% |
| 1Y | +33.9% | -38.1% | +72.0% | +42.2% |
| 3Y | +791.8% | -53.8% | +845.6% | +781.5% |
| All | +791.8% | -53.8% | +845.6% | +781.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling