+0.1%
SO vs ECHO
+9.3%
-9.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.8% |
| 7D | 0.0% | +5.3% | -5.3% | +0.2% |
| 30D | -2.5% | +2.4% | -4.9% | -2.4% |
| 3M | -4.2% | -21.8% | +17.6% | -4.7% |
| 6M | -7.7% | -16.9% | +9.3% | -7.8% |
| YTD | +3.8% | -16.0% | +19.8% | +3.8% |
| 1Y | +0.1% | +9.3% | -9.2% | +1.7% |
| All | +0.1% | +9.3% | -9.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling