+412.7%
ECHO vs SPXS
-79.5%
+492.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -1.6% |
| 7D | +5.3% | +1.2% | +4.1% | +6.0% |
| 30D | +2.4% | +5.2% | -2.7% | +5.1% |
| 3M | -21.8% | -9.2% | -12.6% | -24.1% |
| 6M | -16.9% | -29.6% | +12.7% | -26.9% |
| YTD | -16.0% | -27.6% | +11.6% | -24.6% |
| 1Y | +9.3% | -36.7% | +46.0% | -7.0% |
| All | +412.7% | -79.5% | +492.2% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling