-100.0%
SOXS vs ECHO
+197.5%
-297.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.4% | -7.0% | -4.8% |
| 7D | -4.7% | +3.7% | -8.5% | -2.8% |
| 30D | +7.7% | +0.7% | +7.0% | +8.7% |
| 3M | -10.2% | -27.3% | +17.2% | -20.2% |
| 6M | -99.2% | -17.0% | -82.2% | -99.3% |
| YTD | -99.5% | -14.3% | -85.2% | -99.5% |
| 1Y | -99.8% | +20.9% | -120.7% | -99.7% |
| 3Y | -100.0% | +423.0% | -522.9% | -99.9% |
| 5Y | -100.0% | +265.7% | -365.7% | -100.0% |
| All | -100.0% | +197.5% | -297.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling