+75.1%
SAP vs ECHO
+621.2%
-546.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.4% | -4.4% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | +11.1% | -3.1% | +14.2% | +11.1% |
| 3M | +17.0% | +8.7% | +8.3% | +16.3% |
| 6M | +34.8% | -24.8% | +59.6% | +36.4% |
| YTD | -2.2% | -13.0% | +10.7% | -1.9% |
| 1Y | -6.4% | +33.9% | -40.4% | -8.2% |
| 3Y | +75.1% | +791.8% | -716.7% | +51.5% |
| All | +75.1% | +621.2% | -546.0% | +51.5% |
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