+791.8%
ECHO vs SYF
+158.5%
+633.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.7% | +5.4% |
| 7D | -2.4% | -2.1% | -0.3% | -1.5% |
| 30D | -3.1% | +2.5% | -5.7% | -4.4% |
| 3M | +8.7% | -6.3% | +15.0% | +11.6% |
| 6M | -24.8% | -1.5% | -23.3% | -25.1% |
| YTD | -13.0% | -10.5% | -2.4% | -10.3% |
| 1Y | +33.9% | +1.5% | +32.4% | +29.0% |
| 3Y | +791.8% | +163.3% | +628.5% | +429.5% |
| All | +791.8% | +158.5% | +633.3% | +429.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling