+144.9%
ECHO vs SSNC
+184.6%
-39.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.7% | +2.3% | +3.4% | +4.7% |
| 30D | +13.8% | -3.1% | +16.9% | +14.8% |
| 3M | +9.1% | -2.7% | +11.8% | +9.5% |
| 6M | -24.9% | +23.7% | -48.6% | -33.1% |
| YTD | -8.0% | -8.0% | 0.0% | -6.5% |
| 1Y | +42.9% | -4.7% | +47.6% | +42.6% |
| 3Y | +926.7% | +58.0% | +868.7% | +719.5% |
| 5Y | +230.4% | +8.0% | +222.4% | +204.1% |
| All | +144.9% | +184.6% | -39.7% | +58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling