-6.4%
SBUX vs ECHO
+253.4%
-259.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -6.2% | +2.3% | -8.5% | -6.4% |
| 30D | -6.4% | +4.4% | -10.8% | -6.8% |
| 3M | +1.0% | -20.3% | +21.3% | +2.5% |
| 6M | -0.4% | -15.3% | +15.0% | +0.3% |
| YTD | +20.0% | -15.5% | +35.5% | +20.5% |
| 1Y | +22.8% | +15.0% | +7.8% | +20.1% |
| 3Y | +12.3% | +409.1% | -396.9% | -10.4% |
| 5Y | -6.4% | +260.6% | -267.0% | -21.6% |
| All | -6.4% | +253.4% | -259.8% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling