+94.6%
SOFI vs ECHO
+416.0%
-321.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | -4.9% | +3.7% | -8.7% | -5.5% |
| 30D | -3.5% | +0.7% | -4.1% | -3.6% |
| 3M | +3.9% | -27.3% | +31.2% | +9.2% |
| 6M | -6.5% | -17.0% | +10.4% | -4.0% |
| YTD | -33.8% | -14.3% | -19.5% | -32.8% |
| 1Y | -33.3% | +20.9% | -54.2% | -36.0% |
| 3Y | +94.6% | +423.0% | -328.4% | +23.0% |
| All | +94.6% | +416.0% | -321.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling