+251.0%
ECHO vs SYY
+22.4%
+228.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.9% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +2.4% | -2.7% | +5.2% | +3.3% |
| 3M | -21.8% | +5.9% | -27.7% | -23.6% |
| 6M | -16.9% | -2.3% | -14.6% | -17.0% |
| YTD | -16.0% | +13.1% | -29.1% | -20.9% |
| 1Y | +9.3% | +3.8% | +5.5% | +6.3% |
| 3Y | +406.2% | +26.7% | +379.5% | +347.8% |
| 5Y | +251.0% | +19.4% | +231.5% | +208.9% |
| All | +251.0% | +22.4% | +228.6% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling