+259.8%
ECHO vs SNY
+9.4%
+250.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | -3.3% | +7.0% | +4.6% |
| 30D | +0.7% | -2.2% | +2.8% | +1.2% |
| 3M | -27.3% | -3.0% | -24.3% | -26.9% |
| 6M | -17.0% | +2.7% | -19.7% | -17.6% |
| YTD | -14.3% | -6.8% | -7.5% | -13.2% |
| 1Y | +20.9% | -5.3% | +26.2% | +21.7% |
| 3Y | +423.0% | -9.8% | +432.7% | +422.2% |
| All | +259.8% | +9.4% | +250.3% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 5y: compounded portfolio wealth divided by compounded SNY 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…
5y analysis · Full analysis span regression · 6 months rolling