+297.3%
ESI vs SPXS
-99.6%
+396.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.6% |
| 7D | -4.6% | +2.5% | -7.1% | -3.5% |
| 30D | -10.5% | +4.2% | -14.7% | -8.7% |
| 3M | -19.8% | -9.3% | -10.5% | -22.2% |
| 6M | +5.8% | -30.7% | +36.5% | -6.4% |
| YTD | +38.3% | -28.1% | +66.4% | +25.7% |
| 1Y | +31.5% | -35.1% | +66.6% | +16.3% |
| 3Y | +80.7% | -79.6% | +160.3% | +13.5% |
| 5Y | +69.4% | -86.3% | +155.7% | +10.6% |
| All | +297.3% | -99.6% | +396.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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