+162.3%
SOXL vs ECHO
+262.7%
-100.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.7% |
| 7D | +3.9% | +3.7% | +0.2% | +2.5% |
| 30D | -14.3% | +0.7% | -15.0% | -14.3% |
| 3M | -45.6% | -27.3% | -18.3% | -38.8% |
| 6M | +117.2% | -17.0% | +134.2% | +135.3% |
| YTD | +189.8% | -14.3% | +204.2% | +209.5% |
| 1Y | +317.7% | +20.9% | +296.8% | +298.2% |
| 3Y | +478.6% | +423.0% | +55.7% | +146.7% |
| All | +162.3% | +262.7% | -100.4% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 5y: compounded portfolio wealth divided by compounded ECHO 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…
5y analysis · Full analysis span regression · 6 months rolling