+12.8%
SBUX vs ECHO
+405.9%
-393.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | -6.3% | +5.3% | -11.6% | -6.5% |
| 30D | -3.9% | +2.4% | -6.3% | -4.0% |
| 3M | +3.3% | -21.8% | +25.1% | +4.5% |
| 6M | +1.4% | -16.9% | +18.4% | +2.1% |
| YTD | +21.0% | -16.0% | +36.9% | +21.4% |
| 1Y | +22.4% | +9.3% | +13.1% | +20.9% |
| All | +12.8% | +405.9% | -393.2% | -4.5% |
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