+188.4%
ECHO vs SPXL
+1,239.4%
-1,051.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | +2.3% | -6.0% | +8.3% | +4.4% |
| 30D | +4.4% | -5.8% | +10.2% | +6.4% |
| 3M | -20.3% | +10.9% | -31.1% | -22.9% |
| 6M | -15.3% | +31.9% | -47.3% | -22.8% |
| YTD | -15.5% | +25.8% | -41.3% | -21.9% |
| 1Y | +15.0% | +39.8% | -24.8% | +2.3% |
| 3Y | +409.1% | +219.9% | +189.3% | +243.9% |
| 5Y | +260.6% | +141.1% | +119.5% | +144.9% |
| All | +188.4% | +1,239.4% | -1,051.0% | +1.6% |
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