+1,725.2%
SNPS vs ECHO
+267.2%
+1,458.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -2.0% |
| 7D | -0.6% | +2.2% | -2.8% | -1.0% |
| 30D | -9.8% | +9.8% | -19.6% | -11.2% |
| 3M | +11.7% | +16.8% | -5.1% | +8.9% |
| 6M | -10.9% | -18.1% | +7.1% | -9.1% |
| YTD | -2.1% | -4.2% | +2.1% | -3.5% |
| 1Y | +14.8% | +41.2% | -26.5% | +6.0% |
| 3Y | -11.3% | +943.7% | -955.0% | -51.5% |
| 5Y | +36.2% | +277.5% | -241.3% | -8.4% |
| 10Y | +684.5% | +159.8% | +524.7% | +453.8% |
| All | +1,725.2% | +267.2% | +1,458.0% | +890.3% |
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 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