+226.4%
ESI vs SPXS
-99.9%
+326.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +1.3% |
| 7D | +5.4% | -1.5% | +6.9% | +4.7% |
| 30D | -4.2% | +3.7% | -7.9% | -2.4% |
| 3M | -9.6% | -9.6% | 0.0% | -12.3% |
| 6M | +18.3% | -32.4% | +50.7% | +2.8% |
| YTD | +45.8% | -28.7% | +74.5% | +31.2% |
| 1Y | +39.2% | -38.1% | +77.2% | +19.5% |
| 3Y | +86.3% | -80.1% | +166.4% | +11.8% |
| 5Y | +76.2% | -85.9% | +162.1% | +12.6% |
| 10Y | +306.8% | -99.5% | +406.3% | -18.3% |
| All | +226.4% | -99.9% | +326.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling