-33.3%
SOFI vs ECHO
+17.8%
-51.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -4.9% | +3.7% | -8.7% | -5.9% |
| 30D | -3.5% | +0.7% | -4.1% | -3.7% |
| 3M | +3.9% | -27.3% | +31.2% | +10.8% |
| 6M | -6.5% | -17.0% | +10.4% | -2.8% |
| YTD | -33.8% | -14.3% | -19.5% | -32.1% |
| 1Y | -33.3% | +20.9% | -54.2% | -37.1% |
| All | -33.3% | +17.8% | -51.1% | -37.1% |
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