+5.0%
SYK vs ECHO
+257.7%
-252.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -12.3% | +2.3% | -14.6% | -12.4% |
| 30D | -22.4% | +4.4% | -26.8% | -22.6% |
| 3M | -12.3% | -20.3% | +8.0% | -11.5% |
| 6M | -24.3% | -15.3% | -9.0% | -24.0% |
| YTD | -22.8% | -15.5% | -7.3% | -22.5% |
| 1Y | -28.8% | +15.0% | -43.7% | -29.9% |
| 3Y | -4.0% | +409.1% | -413.1% | -17.1% |
| All | +5.0% | +257.7% | -252.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling