+5.5%
SWKS vs ECHO
+842.2%
-836.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.2% | +0.3% |
| 7D | -2.7% | +3.0% | -5.8% | -3.0% |
| 30D | +8.5% | +6.7% | +1.8% | +7.9% |
| 3M | +17.3% | +12.4% | +4.9% | +16.1% |
| 6M | +25.1% | -20.4% | +45.5% | +26.5% |
| YTD | +33.3% | -6.9% | +40.3% | +32.8% |
| 1Y | +22.9% | +37.7% | -14.8% | +19.0% |
| 3Y | +5.5% | +902.9% | -897.3% | -19.2% |
| All | +5.5% | +842.2% | -836.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling