-18.4%
SNOW vs ECHO
+269.0%
-287.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.1% |
| 7D | +3.7% | +3.6% | 0.0% | +3.2% |
| 30D | -16.4% | +7.5% | -23.9% | -17.2% |
| 3M | -9.9% | +16.2% | -26.0% | -11.7% |
| 6M | +98.8% | -20.9% | +119.7% | +103.9% |
| YTD | +37.3% | -6.0% | +43.3% | +37.2% |
| 1Y | +11.0% | +43.4% | -32.3% | +5.2% |
| 3Y | +87.8% | +924.0% | -836.3% | +15.5% |
| 5Y | -18.4% | +249.6% | -268.0% | -31.4% |
| All | -18.4% | +269.0% | -287.4% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling