+34.2%
ECHO vs SYF
+4.2%
+30.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +4.6% | -0.4% | +5.0% | +4.6% |
| 30D | +0.4% | +4.4% | -4.0% | -0.5% |
| 3M | +7.7% | -4.7% | +12.4% | +8.6% |
| 6M | -18.0% | +1.9% | -20.0% | -18.9% |
| YTD | -9.3% | -8.9% | -0.3% | -10.5% |
| 1Y | +34.2% | +4.1% | +30.1% | +26.3% |
| All | +34.2% | +4.2% | +30.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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