+167.6%
SYK vs ECHO
+193.4%
-25.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -12.3% | +2.3% | -14.6% | -12.6% |
| 30D | -22.4% | +4.4% | -26.8% | -22.9% |
| 3M | -12.3% | -20.3% | +8.0% | -10.7% |
| 6M | -24.3% | -15.3% | -9.0% | -23.7% |
| YTD | -22.8% | -15.5% | -7.3% | -22.4% |
| 1Y | -28.8% | +15.0% | -43.7% | -31.2% |
| 3Y | -4.0% | +409.1% | -413.1% | -32.9% |
| 5Y | +3.8% | +260.6% | -256.8% | -22.7% |
| All | +167.6% | +193.4% | -25.8% | +120.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling