-20.4%
SAP vs ECHO
+14.6%
-35.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -2.0% |
| 7D | -0.3% | +8.6% | -8.8% | -1.0% |
| 30D | +2.6% | +3.8% | -1.2% | +2.2% |
| 3M | +16.3% | -19.9% | +36.1% | +19.0% |
| 6M | +6.4% | -12.1% | +18.5% | +5.7% |
| YTD | -11.4% | -14.1% | +2.6% | -10.0% |
| 1Y | -20.4% | +15.9% | -36.3% | -23.3% |
| All | -20.4% | +14.6% | -35.0% | -23.3% |
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