+412.7%
ECHO vs SOUN
+181.7%
+231.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.1% |
| 7D | +5.3% | -4.4% | +9.8% | +5.8% |
| 30D | +2.4% | -13.1% | +15.6% | +3.9% |
| 3M | -21.8% | -7.7% | -14.1% | -21.4% |
| 6M | -16.9% | -21.2% | +4.2% | -15.6% |
| YTD | -16.0% | -35.0% | +19.0% | -13.2% |
| 1Y | +9.3% | -56.4% | +65.6% | +16.4% |
| All | +412.7% | +181.7% | +231.0% | +293.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 3y: compounded portfolio wealth divided by compounded SOUN 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…
3y analysis · Full analysis span regression · 6 months rolling