+77.8%
ESI vs SPXS
-80.3%
+158.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | 0.0% |
| 7D | +5.5% | -7.5% | +13.0% | +1.6% |
| 30D | -7.8% | +5.3% | -13.1% | -3.7% |
| 3M | -15.0% | +9.7% | -24.7% | -8.8% |
| 6M | -24.9% | -4.6% | -20.3% | -23.5% |
| YTD | +33.2% | -25.8% | +59.0% | +23.0% |
| 1Y | +24.9% | -28.8% | +53.7% | +13.8% |
| 3Y | +77.8% | -80.2% | +157.9% | -6.3% |
| All | +77.8% | -80.3% | +158.1% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling