+125.0%
SBUX vs ECHO
+193.4%
-68.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -6.2% | +2.3% | -8.5% | -6.5% |
| 30D | -6.4% | +4.4% | -10.8% | -7.0% |
| 3M | +1.0% | -20.3% | +21.3% | +3.3% |
| 6M | -0.4% | -15.3% | +15.0% | +0.6% |
| YTD | +20.0% | -15.5% | +35.5% | +20.7% |
| 1Y | +22.8% | +15.0% | +7.8% | +18.4% |
| 3Y | +12.3% | +409.1% | -396.9% | -23.3% |
| 5Y | -6.4% | +260.6% | -267.0% | -31.8% |
| All | +125.0% | +193.4% | -68.4% | +81.1% |
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 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