+136.1%
SOXL vs ECHO
-15.6%
+151.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.4% | +4.3% |
| 7D | +18.4% | +5.3% | +13.0% | +12.3% |
| 30D | -3.2% | +2.4% | -5.6% | -4.9% |
| 3M | -37.6% | -21.8% | -15.8% | -26.9% |
| 6M | +136.1% | -16.9% | +153.0% | +143.1% |
| All | +136.1% | -15.6% | +151.7% | +143.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling