+1,168.9%
SWKS vs ECHO
+247.7%
+921.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.1% |
| 7D | -4.9% | +4.6% | -9.5% | -6.0% |
| 30D | -1.2% | +0.4% | -1.6% | -1.6% |
| 3M | +24.2% | +7.7% | +16.5% | +21.1% |
| 6M | +21.5% | -18.0% | +39.5% | +25.7% |
| YTD | +33.5% | -9.3% | +42.8% | +32.3% |
| 1Y | +18.9% | +34.2% | -15.3% | +5.4% |
| 3Y | +0.4% | +538.7% | -538.4% | -61.0% |
| 5Y | -44.3% | +279.9% | -324.2% | -74.1% |
| 10Y | +37.1% | +168.2% | -131.0% | -30.2% |
| All | +1,168.9% | +247.7% | +921.2% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling