+3,146.6%
SOXX vs ECHO
+223.8%
+2,922.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | -3.1% | +4.4% | -7.5% | -4.1% |
| 3M | -4.4% | -20.3% | +15.9% | +0.4% |
| 6M | +52.9% | -15.3% | +68.2% | +57.2% |
| YTD | +72.0% | -15.5% | +87.5% | +75.8% |
| 1Y | +105.1% | +15.0% | +90.1% | +94.0% |
| 3Y | +220.6% | +409.1% | -188.5% | +60.6% |
| 5Y | +244.8% | +260.6% | -15.8% | +88.6% |
| 10Y | +1,537.1% | +193.0% | +1,344.2% | +811.7% |
| All | +3,146.6% | +223.8% | +2,922.7% | +1,242.9% |
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