+259.3%
ECHO vs SYF
+89.0%
+170.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.7% | +4.8% |
| 7D | +8.6% | +2.6% | +6.0% | +7.2% |
| 30D | +3.8% | 0.0% | +3.7% | +3.6% |
| 3M | -19.9% | +11.9% | -31.8% | -24.6% |
| 6M | -12.1% | +18.9% | -31.0% | -19.7% |
| YTD | -14.1% | -4.6% | -9.5% | -13.9% |
| 1Y | +15.9% | +6.4% | +9.5% | +9.5% |
| 3Y | +417.8% | +167.2% | +250.7% | +209.0% |
| 5Y | +259.3% | +92.3% | +167.0% | +146.7% |
| All | +259.3% | +89.0% | +170.3% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling