+235.4%
SAP vs ECHO
+139.8%
+95.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | -3.9% | +9.1% | -13.0% | -4.8% |
| 30D | +6.5% | +7.2% | -0.7% | +5.4% |
| 3M | +14.7% | +6.1% | +8.6% | +13.5% |
| 6M | +39.9% | -24.2% | +64.1% | +43.0% |
| YTD | -2.0% | -9.7% | +7.8% | -2.2% |
| 1Y | -6.0% | +40.9% | -46.9% | -11.0% |
| 3Y | +67.7% | +883.3% | -815.6% | +5.6% |
| 5Y | +78.8% | +224.2% | -145.4% | +40.5% |
| All | +235.4% | +139.8% | +95.6% | +180.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling