+52.5%
SOXX vs ECHO
+34.5%
+18.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.1% | -2.2% |
| 7D | -13.7% | +4.6% | -18.3% | -14.8% |
| 30D | -23.6% | +0.4% | -24.0% | -23.8% |
| 3M | -16.9% | +7.7% | -24.5% | -18.7% |
| 6M | -2.4% | -18.0% | +15.6% | -0.5% |
| YTD | +49.8% | -9.3% | +59.1% | +47.2% |
| 1Y | +52.5% | +34.2% | +18.3% | +40.2% |
| All | +52.5% | +34.5% | +18.0% | +40.2% |
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 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