+34.2%
ECHO vs SPXL
+29.9%
+4.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.8% | -8.1% | -5.7% |
| 7D | +4.6% | -2.5% | +7.1% | +5.7% |
| 30D | +0.4% | -4.3% | +4.8% | +2.7% |
| 3M | +7.7% | -4.2% | +11.9% | +10.0% |
| 6M | -18.0% | +15.0% | -33.1% | -22.7% |
| YTD | -9.3% | +28.4% | -37.7% | -17.5% |
| 1Y | +34.2% | +30.3% | +3.9% | +21.1% |
| All | +34.2% | +29.9% | +4.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 1y: compounded portfolio wealth divided by compounded SPXL 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…
1y analysis · Full analysis span regression · 6 months rolling