-100.0%
SOXS vs ECHO
+455.3%
-555.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -2.3% |
| 7D | -15.6% | +8.6% | -24.2% | -10.8% |
| 30D | +4.8% | +3.8% | +1.0% | +8.3% |
| 3M | -21.6% | -19.9% | -1.7% | -26.7% |
| 6M | -99.3% | -12.1% | -87.3% | -99.4% |
| YTD | -99.5% | -14.1% | -85.5% | -99.5% |
| 1Y | -99.8% | +15.9% | -115.6% | -99.7% |
| 3Y | -100.0% | +417.8% | -517.8% | -99.9% |
| 5Y | -100.0% | +259.3% | -359.3% | -100.0% |
| 10Y | -100.0% | +192.7% | -292.7% | -100.0% |
| All | -100.0% | +455.3% | -555.3% | -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 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