+278.6%
ECHO vs SYY
+329.6%
-51.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | +13.8% | -4.8% | +18.6% | +15.5% |
| 3M | +9.1% | -7.1% | +16.1% | +11.5% |
| 6M | -24.9% | +6.8% | -31.7% | -28.2% |
| YTD | -8.0% | +7.7% | -15.7% | -13.3% |
| 1Y | +42.9% | +5.7% | +37.2% | +35.6% |
| 3Y | +926.7% | +24.6% | +902.1% | +790.2% |
| 5Y | +230.4% | +15.6% | +214.7% | +191.7% |
| 10Y | +145.9% | +87.9% | +57.9% | +60.2% |
| All | +278.6% | +329.6% | -51.0% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling