+32.8%
SNOW vs ECHO
+219.7%
-186.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +3.4% | -0.6% | +2.4% |
| 30D | +6.4% | +2.4% | +4.1% | +6.1% |
| 3M | +38.1% | -28.0% | +66.0% | +43.3% |
| 6M | +100.4% | -21.2% | +121.6% | +104.9% |
| YTD | +53.7% | -17.4% | +71.1% | +56.3% |
| 1Y | +52.0% | +33.6% | +18.4% | +45.5% |
| 3Y | +114.7% | +419.7% | -305.0% | +56.2% |
| 5Y | +8.8% | +241.7% | -232.9% | -15.7% |
| All | +32.8% | +219.7% | -186.9% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling