+102.2%
SNOW vs ECHO
+436.9%
-334.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.9% |
| 7D | +4.9% | +8.6% | -3.7% | +4.1% |
| 30D | +1.5% | +3.8% | -2.2% | +1.1% |
| 3M | +39.5% | -19.9% | +59.4% | +42.2% |
| 6M | +85.9% | -12.1% | +98.0% | +87.4% |
| YTD | +52.9% | -14.1% | +67.0% | +54.5% |
| 1Y | +48.1% | +15.9% | +32.2% | +45.6% |
| 3Y | +102.2% | +417.8% | -315.7% | +59.1% |
| All | +102.2% | +436.9% | -334.7% | +59.1% |
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