-25.2%
SWKS vs ECHO
+423.0%
-448.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +3.4% | +9.1% | +12.2% |
| 30D | +10.5% | +2.4% | +8.1% | +10.3% |
| 3M | -7.4% | -28.0% | +20.6% | -5.4% |
| 6M | +32.7% | -21.2% | +53.9% | +34.3% |
| YTD | +19.2% | -17.4% | +36.5% | +20.0% |
| 1Y | +2.4% | +33.6% | -31.2% | -0.7% |
| All | -25.2% | +423.0% | -448.3% | -38.8% |
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 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