+8,434.7%
SHOP vs ECHO
+125.1%
+8,309.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -5.1% | +3.4% | -8.5% | -5.7% |
| 30D | +0.6% | +2.4% | -1.8% | +0.1% |
| 3M | +25.0% | -28.0% | +53.0% | +31.8% |
| 6M | +11.9% | -21.2% | +33.2% | +15.6% |
| YTD | -9.9% | -17.4% | +7.5% | -8.2% |
| 1Y | 0.0% | +33.6% | -33.6% | -7.4% |
| 3Y | +117.5% | +419.7% | -302.2% | +24.9% |
| 5Y | -6.6% | +241.7% | -248.4% | -39.7% |
| 10Y | +3,320.3% | +180.8% | +3,139.6% | +2,076.4% |
| All | +8,434.7% | +125.1% | +8,309.6% | +5,295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling