+144.9%
ECHO vs SPXL
+1,102.8%
-958.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +5.7% | +7.4% | -1.8% | +3.2% |
| 30D | +13.8% | -7.8% | +21.7% | +16.8% |
| 3M | +9.1% | -11.9% | +21.0% | +13.6% |
| 6M | -24.9% | -1.7% | -23.2% | -24.6% |
| YTD | -8.0% | +20.8% | -28.8% | -13.9% |
| 1Y | +42.9% | +25.0% | +17.9% | +32.2% |
| 3Y | +926.7% | +226.1% | +700.6% | +591.8% |
| 5Y | +230.4% | +101.1% | +129.3% | +137.8% |
| All | +144.9% | +1,102.8% | -958.0% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling