+31.5%
ESI vs SPXS
-36.2%
+67.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -1.2% |
| 7D | -4.6% | +2.5% | -7.1% | -2.8% |
| 30D | -10.5% | +4.2% | -14.7% | -7.5% |
| 3M | -19.8% | -9.3% | -10.5% | -24.0% |
| 6M | +5.8% | -30.7% | +36.5% | -14.6% |
| YTD | +38.3% | -28.1% | +66.4% | +16.2% |
| 1Y | +31.5% | -35.1% | +66.6% | +2.6% |
| All | +31.5% | -36.2% | +67.7% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling