+295.3%
ESI vs SPXU
-99.5%
+394.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -3.7% |
| 7D | -2.3% | +6.4% | -8.7% | +0.4% |
| 30D | -9.0% | +5.9% | -15.0% | -6.5% |
| 3M | -13.3% | -11.7% | -1.6% | -16.6% |
| 6M | +5.3% | -28.7% | +34.0% | -5.7% |
| YTD | +37.6% | -26.4% | +64.0% | +26.3% |
| 1Y | +33.6% | -35.2% | +68.8% | +18.0% |
| 3Y | +75.8% | -79.8% | +155.6% | +9.7% |
| 5Y | +68.6% | -86.1% | +154.6% | +10.6% |
| All | +295.3% | -99.5% | +394.9% | -16.2% |
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