+368.8%
SNXX vs ECHO
-22.9%
+391.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -8.2% |
| 7D | -12.0% | +3.7% | -15.8% | -15.1% |
| 30D | +37.9% | +0.7% | +37.2% | +37.3% |
| 3M | -52.7% | -27.3% | -25.4% | -44.4% |
| 6M | +194.8% | -17.0% | +211.8% | +202.9% |
| All | +368.8% | -22.9% | +391.7% | +402.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling