+269.4%
ECHO vs SOUN
-22.7%
+292.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -5.2% | +8.6% | +3.7% |
| 30D | +2.4% | +4.8% | -2.5% | +2.0% |
| 3M | -28.0% | -15.9% | -12.1% | -27.4% |
| 6M | -21.2% | -17.4% | -3.8% | -20.8% |
| YTD | -17.4% | -32.4% | +15.0% | -16.1% |
| 1Y | +33.6% | -49.3% | +82.9% | +37.2% |
| 3Y | +419.7% | +167.5% | +252.2% | +385.2% |
| All | +269.4% | -22.7% | +292.1% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling