+722.8%
ECHO vs SPXS
-100.0%
+822.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +4.5% |
| 7D | +8.6% | -1.5% | +10.1% | +8.1% |
| 30D | +3.8% | +3.7% | +0.1% | +5.1% |
| 3M | -19.9% | -9.6% | -10.3% | -21.5% |
| 6M | -12.1% | -32.4% | +20.3% | -20.3% |
| YTD | -14.1% | -28.7% | +14.6% | -20.3% |
| 1Y | +15.9% | -38.1% | +54.0% | +3.6% |
| 3Y | +417.8% | -80.1% | +498.0% | +267.6% |
| 5Y | +259.3% | -85.9% | +345.2% | +160.9% |
| 10Y | +192.7% | -99.5% | +292.3% | +5.6% |
| All | +722.8% | -100.0% | +822.8% | +7.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling