+153.6%
ECHO vs SWK
+29.6%
+124.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.1% | -2.9% |
| 7D | -2.4% | +11.0% | -13.4% | -6.8% |
| 30D | -3.1% | +30.1% | -33.2% | -13.3% |
| 3M | +8.7% | +14.7% | -5.9% | +2.1% |
| 6M | -24.8% | +44.5% | -69.3% | -36.0% |
| YTD | -13.0% | +59.4% | -72.3% | -29.6% |
| 1Y | +33.9% | +77.5% | -43.6% | +3.8% |
| 3Y | +791.8% | +49.5% | +742.3% | +609.1% |
| 5Y | +261.7% | -24.9% | +286.6% | +271.4% |
| All | +153.6% | +29.6% | +124.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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