+15.0%
ECHO vs SPXS
-34.6%
+49.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +1.5% |
| 7D | +2.3% | +6.4% | -4.1% | +5.4% |
| 30D | +4.4% | +6.0% | -1.6% | +7.5% |
| 3M | -20.3% | -11.6% | -8.7% | -23.4% |
| 6M | -15.3% | -28.7% | +13.4% | -23.1% |
| YTD | -15.5% | -26.3% | +10.8% | -21.7% |
| 1Y | +15.0% | -34.9% | +49.9% | +3.7% |
| All | +15.0% | -34.6% | +49.6% | +3.7% |
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