+278.6%
ECHO vs SRE
+360.8%
-82.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | +5.7% | +1.8% | +3.9% | +4.9% |
| 30D | +13.8% | -3.0% | +16.8% | +15.2% |
| 3M | +9.1% | -7.3% | +16.3% | +12.3% |
| 6M | -24.9% | -11.9% | -13.1% | -21.3% |
| YTD | -8.0% | -7.9% | -0.1% | -5.6% |
| 1Y | +42.9% | -11.1% | +54.0% | +48.9% |
| 3Y | +926.7% | +24.8% | +901.9% | +808.5% |
| 5Y | +230.4% | +52.4% | +178.0% | +166.9% |
| 10Y | +145.9% | +127.9% | +18.0% | +61.5% |
| All | +278.6% | +360.8% | -82.2% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling