+240.0%
ECHO vs SRE
+382.8%
-142.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +2.4% | -0.7% | +3.1% | +2.4% |
| 3M | -28.0% | -6.3% | -21.6% | -26.3% |
| 6M | -21.2% | -10.7% | -10.6% | -18.0% |
| YTD | -17.4% | -3.5% | -13.9% | -16.9% |
| 1Y | +33.6% | +5.3% | +28.3% | +28.9% |
| 3Y | +419.7% | +31.8% | +387.9% | +350.0% |
| 5Y | +241.7% | +47.4% | +194.3% | +179.3% |
| 10Y | +180.8% | +120.6% | +60.2% | +86.5% |
| All | +240.0% | +382.8% | -142.8% | +31.6% |
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 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