+47.6%
SOFI vs ECHO
+338.8%
-291.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -2.0% |
| 7D | +5.6% | +8.6% | -2.9% | +3.7% |
| 30D | -2.0% | +3.8% | -5.8% | -2.8% |
| 3M | +9.2% | -19.9% | +29.0% | +14.2% |
| 6M | -4.7% | -12.1% | +7.4% | -2.7% |
| YTD | -31.2% | -14.1% | -17.1% | -29.9% |
| 1Y | -30.6% | +15.9% | -46.5% | -34.1% |
| 3Y | +110.6% | +417.8% | -307.2% | +10.6% |
| 5Y | +16.4% | +259.3% | -242.9% | -28.5% |
| All | +47.6% | +338.8% | -291.2% | -33.2% |
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