+14.6%
SNOW vs ECHO
+256.0%
-241.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | +5.5% | +5.7% | -0.2% | +4.7% |
| 30D | -13.2% | +13.8% | -27.0% | -14.6% |
| 3M | -13.7% | +9.1% | -22.8% | -14.8% |
| 6M | +91.0% | -24.9% | +115.9% | +96.9% |
| YTD | +32.7% | -8.0% | +40.7% | +32.9% |
| 1Y | +13.3% | +42.9% | -29.6% | +7.7% |
| 3Y | +83.4% | +926.7% | -843.3% | +19.1% |
| 5Y | -24.7% | +230.4% | -255.1% | -42.1% |
| All | +14.6% | +256.0% | -241.4% | -8.9% |
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