+188.4%
ECHO vs SPXS
-99.5%
+287.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.2% |
| 7D | +2.3% | +6.4% | -4.1% | +4.4% |
| 30D | +4.4% | +6.0% | -1.6% | +6.5% |
| 3M | -20.3% | -11.6% | -8.7% | -22.5% |
| 6M | -15.3% | -28.7% | +13.4% | -22.1% |
| YTD | -15.5% | -26.3% | +10.8% | -21.0% |
| 1Y | +15.0% | -34.9% | +49.9% | +4.2% |
| 3Y | +409.1% | -79.5% | +488.6% | +264.5% |
| 5Y | +260.6% | -85.9% | +346.6% | +161.4% |
| All | +188.4% | -99.5% | +287.9% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling