+75.8%
ESI vs SPXU
-85.9%
+161.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.5% |
| 7D | +3.9% | +1.3% | +2.7% | +4.6% |
| 30D | -3.8% | +5.1% | -8.9% | -1.3% |
| 3M | -13.1% | -9.1% | -4.0% | -15.6% |
| 6M | +11.3% | -29.6% | +40.9% | -1.6% |
| YTD | +44.1% | -27.7% | +71.8% | +30.3% |
| 1Y | +40.3% | -37.0% | +77.3% | +21.5% |
| 3Y | +84.1% | -80.2% | +164.2% | +12.1% |
| 5Y | +75.8% | -86.0% | +161.8% | +14.2% |
| All | +75.8% | -85.9% | +161.7% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling