+42.9%
ECHO vs SOLS
+43.1%
-0.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.7% | +14.0% | -8.3% | +2.1% |
| 30D | +13.8% | +10.0% | +3.9% | +11.1% |
| 3M | +9.1% | +5.8% | +3.3% | +7.1% |
| 6M | -24.9% | -25.2% | +0.2% | -22.9% |
| YTD | -8.0% | +36.5% | -44.5% | -12.7% |
| 1Y | +42.9% | +45.0% | -2.1% | +32.0% |
| All | +42.9% | +43.1% | -0.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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