+15.0%
ECHO vs SSNC
-9.9%
+24.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +2.3% | -6.7% | +9.0% | +2.8% |
| 30D | +4.4% | -0.8% | +5.2% | +4.4% |
| 3M | -20.3% | +16.1% | -36.4% | -21.3% |
| 6M | -15.3% | +7.9% | -23.3% | -14.6% |
| YTD | -15.5% | -8.7% | -6.8% | -10.7% |
| 1Y | +15.0% | -9.5% | +24.5% | +17.4% |
| All | +15.0% | -9.9% | +24.9% | +17.4% |
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