+404.4%
SNXX vs ECHO
-24.0%
+428.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.5% | -8.5% |
| 7D | +16.8% | +2.3% | +14.5% | +14.2% |
| 30D | +65.3% | +4.4% | +60.9% | +60.1% |
| 3M | -34.8% | -20.3% | -14.5% | -26.3% |
| 6M | +255.1% | -15.3% | +270.5% | +262.4% |
| All | +404.4% | -24.0% | +428.3% | +448.2% |
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