+77.0%
SO vs ECHO
+260.3%
-183.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.4% |
| 30D | +8.1% | -3.1% | +11.2% | +8.1% |
| 3M | +0.2% | +8.7% | -8.5% | +0.1% |
| 6M | +0.4% | -24.8% | +25.1% | +0.7% |
| YTD | +8.5% | -13.0% | +21.5% | +8.5% |
| 1Y | +4.9% | +33.9% | -29.0% | +4.0% |
| 3Y | +47.9% | +791.8% | -743.9% | +32.6% |
| All | +77.0% | +260.3% | -183.3% | +67.4% |
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