+412.7%
ECHO vs SSNC
+47.5%
+365.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -1.5% |
| 7D | +5.3% | -3.9% | +9.2% | +7.4% |
| 30D | +2.4% | -0.2% | +2.6% | +2.2% |
| 3M | -21.8% | +15.9% | -37.7% | -28.6% |
| 6M | -16.9% | +7.5% | -24.4% | -20.6% |
| YTD | -16.0% | -8.2% | -7.8% | -10.1% |
| 1Y | +9.3% | -9.3% | +18.6% | +17.7% |
| All | +412.7% | +47.5% | +365.2% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling