+251.0%
ECHO vs SPXL
+137.2%
+113.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | +5.3% | -1.3% | +6.6% | +5.8% |
| 30D | +2.4% | -5.0% | +7.4% | +4.3% |
| 3M | -21.8% | +7.6% | -29.4% | -23.9% |
| 6M | -16.9% | +33.6% | -50.5% | -25.3% |
| YTD | -16.0% | +28.1% | -44.1% | -23.5% |
| 1Y | +9.3% | +43.6% | -34.4% | -4.9% |
| 3Y | +406.2% | +225.8% | +180.4% | +233.3% |
| 5Y | +251.0% | +140.1% | +110.9% | +133.6% |
| All | +251.0% | +137.2% | +113.8% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling