+574.2%
SNPS vs ECHO
+187.5%
+386.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.5% |
| 7D | -5.5% | +5.3% | -10.8% | -6.0% |
| 30D | -4.5% | +2.4% | -6.9% | -4.8% |
| 3M | -15.5% | -21.8% | +6.3% | -13.5% |
| 6M | -10.1% | -16.9% | +6.9% | -9.3% |
| YTD | -16.3% | -16.0% | -0.3% | -15.8% |
| 1Y | -34.9% | +9.3% | -44.2% | -36.5% |
| 3Y | -14.4% | +406.2% | -420.6% | -37.4% |
| 5Y | +17.9% | +251.0% | -233.1% | -8.9% |
| 10Y | +574.2% | +191.3% | +383.0% | +425.3% |
| All | +574.2% | +187.5% | +386.7% | +425.3% |
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