+240.0%
ECHO vs SYY
+342.9%
-102.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +3.4% | -2.3% | +5.7% | +4.4% |
| 30D | +2.4% | -4.9% | +7.3% | +4.5% |
| 3M | -28.0% | +8.4% | -36.3% | -30.8% |
| 6M | -21.2% | -7.4% | -13.9% | -19.7% |
| YTD | -17.4% | +11.0% | -28.4% | -22.5% |
| 1Y | +33.6% | -0.2% | +33.8% | +31.0% |
| 3Y | +419.7% | +23.8% | +395.9% | +356.9% |
| 5Y | +241.7% | +18.1% | +223.6% | +200.9% |
| 10Y | +180.8% | +94.6% | +86.2% | +81.2% |
| All | +240.0% | +342.9% | -102.9% | +36.0% |
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