-100.0%
SQQQ vs ECHO
+501.3%
-601.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | -0.1% |
| 7D | -2.7% | +5.3% | -8.0% | -0.4% |
| 30D | +2.4% | +2.4% | 0.0% | +3.8% |
| 3M | -8.0% | -21.8% | +13.8% | -14.8% |
| 6M | -43.9% | -16.9% | -27.0% | -45.4% |
| YTD | -42.2% | -16.0% | -26.2% | -42.7% |
| 1Y | -51.8% | +9.3% | -61.1% | -45.5% |
| 3Y | -89.7% | +406.2% | -495.9% | -67.5% |
| 5Y | -94.7% | +251.0% | -345.7% | -85.2% |
| 10Y | -100.0% | +191.3% | -291.2% | -99.9% |
| All | -100.0% | +501.3% | -601.3% | -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