+1,687.5%
SNPS vs ECHO
+233.6%
+1,453.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +1.5% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | -10.4% | -3.1% | -7.2% | -10.0% |
| 3M | +11.0% | +8.7% | +2.2% | +9.4% |
| 6M | -10.7% | -24.8% | +14.1% | -7.7% |
| YTD | -4.1% | -13.0% | +8.9% | -4.0% |
| 1Y | +13.7% | +33.9% | -20.2% | +5.9% |
| 3Y | -8.1% | +791.8% | -799.9% | -48.1% |
| 5Y | +32.2% | +261.7% | -229.5% | -11.0% |
| 10Y | +681.4% | +157.3% | +524.1% | +445.9% |
| All | +1,687.5% | +233.6% | +1,453.9% | +884.6% |
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