+118.6%
ECHO vs SYF
+340.9%
-222.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | +2.4% | +1.0% | +2.4% |
| 30D | +2.4% | +0.8% | +1.5% | +1.9% |
| 3M | -28.0% | +13.4% | -41.4% | -32.1% |
| 6M | -21.2% | +16.3% | -37.6% | -26.7% |
| YTD | -17.4% | -3.0% | -14.4% | -17.8% |
| 1Y | +33.6% | +5.7% | +27.9% | +27.6% |
| 3Y | +419.7% | +160.1% | +259.6% | +235.1% |
| 5Y | +241.7% | +88.5% | +153.2% | +142.7% |
| 10Y | +180.8% | +263.1% | -82.3% | +39.5% |
| All | +118.6% | +340.9% | -222.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling