+247.8%
ECHO vs SNY
+104.0%
+143.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.3% | -3.6% | +5.9% | +3.6% |
| 30D | +4.4% | -1.9% | +6.3% | +5.0% |
| 3M | -20.3% | -2.0% | -18.3% | -19.9% |
| 6M | -15.3% | +2.5% | -17.9% | -16.3% |
| YTD | -15.5% | -7.0% | -8.5% | -13.8% |
| 1Y | +15.0% | -4.4% | +19.4% | +15.8% |
| 3Y | +409.1% | -8.4% | +417.6% | +406.5% |
| 5Y | +260.6% | +9.5% | +251.1% | +230.6% |
| 10Y | +193.0% | +64.3% | +128.6% | +126.2% |
| All | +247.8% | +104.0% | +143.8% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling