+446.4%
ECHO vs SSNC
+1,082.2%
-635.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | +2.4% | +6.0% | -3.7% | -0.2% |
| 3M | -28.0% | +21.0% | -48.9% | -33.9% |
| 6M | -21.2% | +12.1% | -33.3% | -25.8% |
| YTD | -17.4% | -3.2% | -14.2% | -17.4% |
| 1Y | +33.6% | -4.4% | +38.0% | +33.9% |
| 3Y | +419.7% | +51.6% | +368.1% | +333.9% |
| 5Y | +241.7% | +21.1% | +220.6% | +206.0% |
| 10Y | +180.8% | +177.7% | +3.1% | +77.3% |
| All | +446.4% | +1,082.2% | -635.8% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling