+105.2%
ECHO vs SNAP
-77.2%
+182.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +2.4% | +2.6% | -0.3% | +1.9% |
| 3M | -28.0% | -9.9% | -18.1% | -27.4% |
| 6M | -21.2% | +1.9% | -23.1% | -21.9% |
| YTD | -17.4% | -32.2% | +14.8% | -14.9% |
| 1Y | +33.6% | -22.8% | +56.4% | +35.5% |
| 3Y | +419.7% | -47.6% | +467.3% | +429.1% |
| 5Y | +241.7% | -92.7% | +334.4% | +282.0% |
| All | +105.2% | -77.2% | +182.5% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling