+20,415.5%
SOXL vs ECHO
+455.3%
+19,960.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.0% | +1.1% | +2.5% |
| 7D | +16.4% | +8.6% | +7.8% | +10.4% |
| 30D | -12.1% | +3.8% | -15.9% | -13.8% |
| 3M | -41.7% | -19.9% | -21.8% | -31.7% |
| 6M | +157.4% | -12.1% | +169.5% | +184.1% |
| YTD | +193.3% | -14.1% | +207.3% | +223.8% |
| 1Y | +355.3% | +15.9% | +339.5% | +311.6% |
| 3Y | +484.2% | +417.8% | +66.3% | -27.8% |
| 5Y | +182.7% | +259.3% | -76.6% | -49.9% |
| 10Y | +4,692.2% | +192.7% | +4,499.5% | +1,040.3% |
| All | +20,415.5% | +455.3% | +19,960.2% | +1,567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling