+318.5%
ESI vs SPXU
-99.5%
+418.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.2% |
| 7D | +5.5% | -7.6% | +13.1% | +2.3% |
| 30D | -7.8% | +5.3% | -13.1% | -4.3% |
| 3M | -15.0% | +9.6% | -24.6% | -9.8% |
| 6M | -24.9% | -4.5% | -20.4% | -23.6% |
| YTD | +33.2% | -25.9% | +59.1% | +24.8% |
| 1Y | +24.9% | -28.9% | +53.8% | +15.8% |
| 3Y | +77.8% | -80.5% | +158.2% | +10.7% |
| 5Y | +37.1% | -83.4% | +120.5% | -2.1% |
| All | +318.5% | -99.5% | +418.0% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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