+59.8%
SO vs ECHO
+242.1%
-182.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.2% | +3.4% | -3.6% | -0.2% |
| 30D | -4.6% | +2.4% | -6.9% | -4.6% |
| 3M | -3.0% | -28.0% | +24.9% | -2.6% |
| 6M | -8.3% | -21.2% | +13.0% | -8.1% |
| YTD | +3.5% | -17.4% | +20.9% | +3.6% |
| 1Y | -0.9% | +33.6% | -34.5% | -1.9% |
| 3Y | +45.4% | +419.7% | -374.3% | +34.6% |
| All | +59.8% | +242.1% | -182.3% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling