+68.4%
SAP vs ECHO
+900.0%
-831.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +0.6% | +5.7% | -5.1% | +0.4% |
| 30D | +6.5% | +13.8% | -7.3% | +5.7% |
| 3M | +12.2% | +9.1% | +3.2% | +11.6% |
| 6M | +46.1% | -24.9% | +71.0% | +47.9% |
| YTD | -1.6% | -8.0% | +6.4% | -1.6% |
| 1Y | -5.1% | +42.9% | -48.0% | -7.2% |
| 3Y | +68.4% | +926.7% | -858.3% | +43.1% |
| All | +68.4% | +900.0% | -831.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling