+8,659.4%
SHOP vs ECHO
+137.2%
+8,522.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.2% | -1.6% | +2.7% |
| 7D | -5.4% | -2.4% | -3.1% | -5.2% |
| 30D | -10.3% | -3.1% | -7.2% | -10.0% |
| 3M | +1.0% | +8.7% | -7.7% | -0.8% |
| 6M | +41.2% | -24.8% | +66.0% | +47.1% |
| YTD | -7.5% | -13.0% | +5.5% | -6.9% |
| 1Y | -4.6% | +33.9% | -38.5% | -11.4% |
| 3Y | +146.4% | +791.8% | -645.4% | +21.9% |
| 5Y | -2.5% | +261.7% | -264.2% | -37.8% |
| 10Y | +3,703.6% | +157.3% | +3,546.3% | +2,481.9% |
| All | +8,659.4% | +137.2% | +8,522.2% | +5,371.8% |
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