+12.6%
SOFI vs ECHO
+253.4%
-240.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -7.0% | +2.3% | -9.3% | -7.5% |
| 30D | -4.3% | +4.4% | -8.7% | -5.2% |
| 3M | +8.4% | -20.3% | +28.7% | +13.3% |
| 6M | -5.9% | -15.3% | +9.4% | -3.2% |
| YTD | -34.3% | -15.5% | -18.8% | -32.8% |
| 1Y | -32.6% | +15.0% | -47.5% | -35.6% |
| 3Y | +101.3% | +409.1% | -307.9% | +10.0% |
| 5Y | +12.6% | +260.6% | -248.1% | -29.5% |
| All | +12.6% | +253.4% | -240.8% | -29.5% |
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