+188.4%
ECHO vs SRE
+124.1%
+64.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | +4.4% | -1.7% | +6.1% | +4.9% |
| 3M | -20.3% | -7.1% | -13.2% | -18.2% |
| 6M | -15.3% | -8.4% | -7.0% | -12.9% |
| YTD | -15.5% | -3.5% | -12.0% | -15.0% |
| 1Y | +15.0% | +5.4% | +9.6% | +11.3% |
| 3Y | +409.1% | +29.5% | +379.6% | +346.3% |
| 5Y | +260.6% | +48.3% | +212.3% | +197.7% |
| All | +188.4% | +124.1% | +64.3% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling