+234.6%
ECHO vs SSNC
+7.5%
+227.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +5.7% | +2.3% | +3.4% | +4.6% |
| 30D | +13.8% | -3.1% | +16.9% | +14.7% |
| 3M | +9.1% | -2.7% | +11.8% | +9.4% |
| 6M | -24.9% | +23.7% | -48.6% | -34.2% |
| YTD | -8.0% | -8.0% | 0.0% | -5.2% |
| 1Y | +42.9% | -4.7% | +47.6% | +43.8% |
| 3Y | +926.7% | +58.0% | +868.7% | +694.1% |
| All | +234.6% | +7.5% | +227.0% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling