+1,032.7%
SWKS vs ECHO
+216.6%
+816.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +3.4% | +9.1% | +11.5% |
| 30D | +10.5% | +2.4% | +8.1% | +9.8% |
| 3M | -7.4% | -28.0% | +20.6% | +0.2% |
| 6M | +32.7% | -21.2% | +53.9% | +38.3% |
| YTD | +19.2% | -17.4% | +36.5% | +21.6% |
| 1Y | +2.4% | +33.6% | -31.2% | -9.5% |
| 3Y | -25.6% | +419.7% | -445.3% | -68.9% |
| 5Y | -53.4% | +241.7% | -295.1% | -77.7% |
| 10Y | +23.2% | +180.8% | -157.6% | -40.5% |
| All | +1,032.7% | +216.6% | +816.1% | +282.5% |
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