+163.9%
SO vs ECHO
+194.2%
-30.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.8% |
| 7D | +1.0% | +8.6% | -7.6% | +0.7% |
| 30D | -3.2% | +3.8% | -7.0% | -3.4% |
| 3M | -1.7% | -19.9% | +18.2% | -0.9% |
| 6M | -7.2% | -12.1% | +4.9% | -7.0% |
| YTD | +4.6% | -14.1% | +18.6% | +4.7% |
| 1Y | +1.2% | +15.9% | -14.7% | -0.3% |
| 3Y | +45.3% | +417.8% | -372.6% | +23.2% |
| 5Y | +58.7% | +259.3% | -200.6% | +39.1% |
| All | +163.9% | +194.2% | -30.3% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling