+222.9%
SAP vs ECHO
+168.8%
+54.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | +1.0% |
| 7D | +1.6% | +3.0% | -1.4% | +1.2% |
| 30D | +10.5% | +6.7% | +3.8% | +9.5% |
| 3M | +15.2% | +12.4% | +2.8% | +13.3% |
| 6M | +36.7% | -20.4% | +57.1% | +39.0% |
| YTD | -0.6% | -6.9% | +6.3% | -1.1% |
| 1Y | -4.1% | +37.7% | -41.8% | -9.0% |
| 3Y | +73.2% | +902.9% | -829.6% | +9.3% |
| 5Y | +74.1% | +275.3% | -201.2% | +32.2% |
| 10Y | +222.9% | +159.0% | +63.9% | +173.6% |
| All | +222.9% | +168.8% | +54.2% | +173.6% |
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