-19.5%
SAP vs ECHO
+40.1%
-59.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +3.4% | -6.3% | -3.2% |
| 30D | +9.0% | +2.4% | +6.7% | +8.7% |
| 3M | +14.9% | -28.0% | +42.9% | +18.7% |
| 6M | +11.9% | -21.2% | +33.1% | +13.3% |
| YTD | -9.9% | -17.4% | +7.5% | -8.2% |
| 1Y | -19.5% | +33.6% | -53.1% | -23.2% |
| All | -19.5% | +40.1% | -59.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling