+196.3%
SO vs ECHO
+155.6%
+40.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +0.8% | +3.6% | -2.9% | +0.6% |
| 30D | +7.8% | +7.5% | +0.3% | +7.4% |
| 3M | +2.9% | +16.2% | -13.2% | +2.2% |
| 6M | +2.5% | -20.9% | +23.3% | +3.2% |
| YTD | +10.3% | -6.0% | +16.2% | +9.8% |
| 1Y | +6.4% | +43.4% | -37.0% | +3.7% |
| 3Y | +52.8% | +924.0% | -871.2% | +20.4% |
| 5Y | +78.7% | +249.6% | -171.0% | +58.9% |
| 10Y | +196.3% | +151.3% | +45.0% | +178.4% |
| All | +196.3% | +155.6% | +40.7% | +178.4% |
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