+224.6%
ESI vs SPXU
-99.8%
+324.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +3.5% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -5.9% | +0.8% | -6.7% | -5.3% |
| 3M | -14.1% | -4.7% | -9.4% | -14.4% |
| 6M | +6.6% | -29.6% | +36.2% | -5.5% |
| YTD | +45.0% | -29.9% | +74.9% | +29.4% |
| 1Y | +41.5% | -39.1% | +80.5% | +20.5% |
| 3Y | +78.8% | -80.0% | +158.8% | +7.4% |
| 5Y | +70.9% | -86.0% | +156.9% | +8.6% |
| 10Y | +317.1% | -99.5% | +416.6% | -17.1% |
| All | +224.6% | -99.8% | +324.5% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling