+32.1%
SWKS vs ECHO
+155.0%
-122.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | -6.2% | -2.4% | -3.8% | -5.8% |
| 30D | -1.5% | -3.1% | +1.7% | -1.2% |
| 3M | +23.0% | +8.7% | +14.2% | +20.9% |
| 6M | +27.6% | -24.8% | +52.4% | +32.4% |
| YTD | +32.3% | -13.0% | +45.3% | +32.6% |
| 1Y | +20.1% | +33.9% | -13.8% | +11.8% |
| 3Y | +0.6% | +791.8% | -791.2% | -48.8% |
| 5Y | -42.3% | +261.7% | -304.0% | -62.2% |
| All | +32.1% | +155.0% | -122.9% | +15.4% |
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