-40.8%
SOFI vs ECHO
+34.5%
-75.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.3% | +6.9% | +4.5% |
| 7D | +1.4% | +4.6% | -3.2% | +0.1% |
| 30D | +9.2% | +0.4% | +8.8% | +8.7% |
| 3M | -7.1% | +7.7% | -14.7% | -9.2% |
| 6M | +7.3% | -18.0% | +25.3% | +10.1% |
| YTD | -33.6% | -9.3% | -24.3% | -32.9% |
| 1Y | -40.8% | +34.2% | -75.0% | -42.4% |
| All | -40.8% | +34.5% | -75.3% | -42.4% |
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 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