-89.3%
SQQQ vs ECHO
+416.0%
-505.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.3% |
| 7D | +1.8% | +3.7% | -1.9% | +2.5% |
| 30D | +4.2% | +0.7% | +3.5% | +4.4% |
| 3M | -3.3% | -27.3% | +24.0% | -7.0% |
| 6M | -43.6% | -17.0% | -26.7% | -44.0% |
| YTD | -41.9% | -14.3% | -27.6% | -41.7% |
| 1Y | -50.6% | +20.9% | -71.5% | -47.6% |
| 3Y | -89.3% | +423.0% | -512.3% | -84.0% |
| All | -89.3% | +416.0% | -505.3% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling