-53.5%
SQQQ vs ECHO
+40.1%
-93.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +3.4% | -4.3% | +0.3% |
| 30D | -0.3% | +2.4% | -2.6% | +0.8% |
| 3M | +2.7% | -28.0% | +30.7% | -3.3% |
| 6M | -43.8% | -21.2% | -22.6% | -45.1% |
| YTD | -42.9% | -17.4% | -25.5% | -43.2% |
| 1Y | -53.5% | +33.6% | -87.1% | -49.6% |
| All | -53.5% | +40.1% | -93.7% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling