+33.6%
ESI vs SPXU
-34.8%
+68.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -3.2% |
| 7D | -2.3% | +6.4% | -8.7% | +2.2% |
| 30D | -9.0% | +5.9% | -15.0% | -4.8% |
| 3M | -13.3% | -11.7% | -1.6% | -19.2% |
| 6M | +5.3% | -28.7% | +34.0% | -13.3% |
| YTD | +37.6% | -26.4% | +64.0% | +17.5% |
| 1Y | +33.6% | -35.2% | +68.8% | +3.5% |
| All | +33.6% | -34.8% | +68.4% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling