+20.1%
SWKS vs ECHO
+30.7%
-10.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | -6.2% | -2.4% | -3.8% | -5.9% |
| 30D | -1.5% | -3.1% | +1.7% | -1.2% |
| 3M | +23.0% | +8.7% | +14.2% | +21.6% |
| 6M | +27.6% | -24.8% | +52.4% | +28.7% |
| YTD | +32.3% | -13.0% | +45.3% | +30.1% |
| 1Y | +20.1% | +33.9% | -13.8% | +11.1% |
| All | +20.1% | +30.7% | -10.6% | +11.1% |
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