+34.2%
ECHO vs SPXS
-30.2%
+64.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -5.7% |
| 7D | +4.6% | +2.2% | +2.4% | +5.9% |
| 30D | +0.4% | +3.8% | -3.3% | +3.0% |
| 3M | +7.7% | +3.3% | +4.3% | +10.8% |
| 6M | -18.0% | -16.7% | -1.4% | -21.7% |
| YTD | -9.3% | -28.5% | +19.3% | -16.0% |
| 1Y | +34.2% | -30.4% | +64.7% | +23.5% |
| All | +34.2% | -30.2% | +64.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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