+460.1%
SO vs ECHO
+256.8%
+203.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.9% | -5.6% | +0.9% |
| 7D | -1.1% | +3.0% | -4.1% | -1.3% |
| 30D | +8.6% | +6.7% | +1.9% | +8.1% |
| 3M | +1.8% | +12.4% | -10.6% | +0.9% |
| 6M | +3.6% | -20.4% | +24.0% | +4.5% |
| YTD | +9.9% | -6.9% | +16.9% | +9.4% |
| 1Y | +5.7% | +37.7% | -32.0% | +2.5% |
| 3Y | +52.5% | +902.9% | -850.4% | +17.0% |
| 5Y | +77.3% | +275.3% | -198.0% | +49.0% |
| 10Y | +186.8% | +159.0% | +27.8% | +145.6% |
| All | +460.1% | +256.8% | +203.4% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling