+16.5%
SNPS vs ECHO
+255.2%
-238.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.8% |
| 7D | -5.5% | +8.6% | -14.1% | -6.1% |
| 30D | -5.8% | +3.8% | -9.5% | -6.0% |
| 3M | -17.2% | -19.9% | +2.7% | -16.0% |
| 6M | -10.4% | -12.1% | +1.7% | -10.3% |
| YTD | -16.5% | -14.1% | -2.5% | -16.4% |
| 1Y | -35.6% | +15.9% | -51.5% | -37.1% |
| 3Y | -14.6% | +417.8% | -432.5% | -29.8% |
| 5Y | +16.5% | +259.3% | -242.8% | -1.2% |
| All | +16.5% | +255.2% | -238.7% | -1.2% |
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