+8,680.0%
SHOP vs ECHO
+156.2%
+8,523.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | -2.5% | +3.6% | -6.1% | -3.1% |
| 30D | -16.7% | +7.5% | -24.2% | -18.0% |
| 3M | -2.2% | +16.2% | -18.4% | -5.1% |
| 6M | +45.6% | -20.9% | +66.4% | +50.3% |
| YTD | -7.3% | -6.0% | -1.3% | -8.0% |
| 1Y | -6.1% | +43.4% | -49.5% | -13.9% |
| 3Y | +143.3% | +924.0% | -780.7% | +16.2% |
| 5Y | +0.2% | +249.6% | -249.5% | -34.8% |
| 10Y | +3,663.5% | +151.3% | +3,512.2% | +2,548.5% |
| All | +8,680.0% | +156.2% | +8,523.8% | +5,306.7% |
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