+20.9%
ECHO vs SONY
-16.9%
+37.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +3.7% | -2.7% | +6.4% | +4.2% |
| 30D | +0.7% | +1.5% | -0.8% | +0.2% |
| 3M | -27.3% | +13.0% | -40.3% | -29.6% |
| 6M | -17.0% | +11.2% | -28.2% | -19.8% |
| YTD | -14.3% | -6.6% | -7.7% | -18.5% |
| 1Y | +20.9% | -18.1% | +39.0% | +14.7% |
| All | +20.9% | -16.9% | +37.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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