+412.7%
ECHO vs SYY
+26.6%
+386.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.8% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +2.4% | -2.7% | +5.2% | +3.2% |
| 3M | -21.8% | +5.9% | -27.7% | -23.5% |
| 6M | -16.9% | -2.3% | -14.6% | -16.7% |
| YTD | -16.0% | +13.1% | -29.1% | -20.7% |
| 1Y | +9.3% | +3.8% | +5.5% | +6.7% |
| All | +412.7% | +26.6% | +386.1% | +336.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling