+153.5%
ECHO vs SYF
+297.3%
-143.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.8% |
| 7D | +2.2% | -4.2% | +6.4% | +4.0% |
| 30D | +9.8% | -1.1% | +10.9% | +10.1% |
| 3M | +16.8% | -7.9% | +24.7% | +20.4% |
| 6M | -18.1% | -1.1% | -17.0% | -18.6% |
| YTD | -4.2% | -12.6% | +8.4% | -0.8% |
| 1Y | +41.2% | -2.4% | +43.6% | +39.4% |
| 3Y | +943.7% | +156.6% | +787.1% | +573.4% |
| 5Y | +277.5% | +61.9% | +215.6% | +185.2% |
| 10Y | +159.8% | +186.5% | -26.7% | +40.8% |
| All | +153.5% | +297.3% | -143.8% | +24.3% |
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 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