+499.3%
ECHO vs SPXL
+7,736.1%
-7,236.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | +2.4% | -0.9% | +3.2% | +2.7% |
| 3M | -28.0% | +2.0% | -30.0% | -28.4% |
| 6M | -21.2% | +33.5% | -54.8% | -28.2% |
| YTD | -17.4% | +32.2% | -49.5% | -24.6% |
| 1Y | +33.6% | +48.9% | -15.3% | +17.1% |
| 3Y | +419.7% | +222.9% | +196.8% | +251.6% |
| 5Y | +241.7% | +140.7% | +101.0% | +133.2% |
| 10Y | +180.8% | +1,192.7% | -1,011.9% | -1.9% |
| All | +499.3% | +7,736.1% | -7,236.8% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling