+1,168.3%
SPXL vs ESI
+310.7%
+857.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | +2.3% |
| 7D | -6.0% | -2.3% | -3.7% | -4.2% |
| 30D | -5.8% | -9.0% | +3.3% | +2.1% |
| 3M | +10.9% | -13.3% | +24.1% | +21.9% |
| 6M | +31.9% | +5.3% | +26.6% | +17.2% |
| YTD | +25.8% | +37.6% | -11.9% | -15.8% |
| 1Y | +39.8% | +33.6% | +6.2% | -4.5% |
| 3Y | +219.9% | +75.8% | +144.1% | +65.4% |
| 5Y | +141.1% | +68.6% | +72.5% | +37.8% |
| All | +1,168.3% | +310.7% | +857.6% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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