+188.4%
ECHO vs SYY
+114.2%
+74.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +2.3% | +1.5% | +0.8% | +1.6% |
| 30D | +4.4% | -2.3% | +6.7% | +5.3% |
| 3M | -20.3% | +5.5% | -25.8% | -22.4% |
| 6M | -15.3% | -1.0% | -14.4% | -16.2% |
| YTD | -15.5% | +14.1% | -29.6% | -21.6% |
| 1Y | +15.0% | +5.6% | +9.4% | +10.2% |
| 3Y | +409.1% | +27.9% | +381.3% | +342.8% |
| 5Y | +260.6% | +22.7% | +237.9% | +213.1% |
| All | +188.4% | +114.2% | +74.2% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling