+33.6%
ECHO vs SSNC
-3.0%
+36.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +2.4% | +6.0% | -3.7% | +1.8% |
| 3M | -28.0% | +21.0% | -48.9% | -29.0% |
| 6M | -21.2% | +12.1% | -33.3% | -20.5% |
| YTD | -17.4% | -3.2% | -14.2% | -12.7% |
| 1Y | +33.6% | -4.4% | +38.0% | +40.7% |
| All | +33.6% | -3.0% | +36.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling