+59.8%
SAP vs ECHO
+388.0%
-328.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | +3.4% | -6.3% | -3.1% |
| 30D | +9.0% | +2.4% | +6.7% | +8.9% |
| 3M | +14.9% | -28.0% | +42.9% | +16.7% |
| 6M | +11.9% | -21.2% | +33.1% | +12.8% |
| YTD | -9.9% | -17.4% | +7.5% | -9.3% |
| 1Y | -19.5% | +33.6% | -53.1% | -20.9% |
| All | +59.8% | +388.0% | -328.3% | +42.0% |
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 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