+4,437.1%
SNDK vs ECHO
+220.4%
+4,216.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -3.7% |
| 7D | -6.1% | +3.7% | -9.8% | -6.7% |
| 30D | +21.5% | +0.7% | +20.8% | +21.3% |
| 3M | -13.2% | -27.3% | +14.1% | -9.6% |
| 6M | +149.2% | -17.0% | +166.2% | +154.0% |
| YTD | +588.1% | -14.3% | +602.4% | +597.6% |
| 1Y | +1,837.5% | +20.9% | +1,816.6% | +1,790.6% |
| All | +4,437.1% | +220.4% | +4,216.7% | +4,371.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling