+50.8%
SWKS vs ECHO
+144.4%
-93.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | +9.4% | +5.7% | +3.7% | +8.4% |
| 30D | +17.0% | +13.8% | +3.2% | +14.3% |
| 3M | +28.9% | +9.1% | +19.9% | +26.5% |
| 6M | +33.1% | -24.9% | +58.1% | +38.0% |
| YTD | +44.8% | -8.0% | +52.8% | +43.6% |
| 1Y | +36.2% | +42.9% | -6.7% | +25.3% |
| 3Y | +11.5% | +926.7% | -915.2% | -45.6% |
| 5Y | -37.1% | +230.4% | -267.4% | -56.6% |
| All | +50.8% | +144.4% | -93.5% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling