+1,462.9%
SNPS vs ECHO
+216.6%
+1,246.2%
-44.6%
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 | -11.0% | +3.4% | -14.4% | -11.5% |
| 30D | -1.7% | +2.4% | -4.1% | -2.1% |
| 3M | -20.4% | -28.0% | +7.6% | -16.7% |
| 6M | -8.6% | -21.2% | +12.6% | -6.7% |
| YTD | -16.2% | -17.4% | +1.2% | -15.3% |
| 1Y | -34.6% | +33.6% | -68.2% | -38.9% |
| 3Y | -14.5% | +419.7% | -434.1% | -46.3% |
| 5Y | +17.0% | +241.7% | -224.7% | -20.6% |
| 10Y | +560.0% | +180.8% | +379.3% | +346.7% |
| All | +1,462.9% | +216.6% | +1,246.2% | +769.2% |
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 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