+275.6%
ECHO vs SOUN
-25.7%
+301.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.2% |
| 7D | +5.3% | -4.4% | +9.8% | +5.6% |
| 30D | +2.4% | -13.1% | +15.6% | +3.2% |
| 3M | -21.8% | -7.7% | -14.1% | -21.6% |
| 6M | -16.9% | -21.2% | +4.2% | -16.2% |
| YTD | -16.0% | -35.0% | +19.0% | -14.5% |
| 1Y | +9.3% | -56.4% | +65.6% | +13.0% |
| 3Y | +406.2% | +181.7% | +224.5% | +373.1% |
| All | +275.6% | -25.7% | +301.3% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling