-4.8%
SLB vs ECHO
+193.6%
-198.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.7% | -1.5% |
| 7D | +0.4% | +8.6% | -8.1% | -1.1% |
| 30D | +13.6% | +3.8% | +9.8% | +12.7% |
| 3M | +1.5% | -19.9% | +21.4% | +5.0% |
| 6M | +23.0% | -12.1% | +35.1% | +23.9% |
| YTD | +51.2% | -14.1% | +65.3% | +52.2% |
| 1Y | +63.5% | +15.9% | +47.6% | +54.3% |
| 3Y | +2.5% | +417.8% | -415.3% | -47.1% |
| 5Y | +139.2% | +259.3% | -120.1% | +40.3% |
| 10Y | -4.8% | +192.7% | -197.5% | -38.7% |
| All | -4.8% | +193.6% | -198.3% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling