+25.0%
SPXL vs ESI
+21.7%
+3.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +7.4% | +5.5% | +1.9% | +4.6% |
| 30D | -7.8% | -7.8% | -0.1% | -4.2% |
| 3M | -11.9% | -15.0% | +3.1% | -5.2% |
| 6M | -1.7% | -24.9% | +23.2% | +10.9% |
| YTD | +20.8% | +33.2% | -12.4% | -4.4% |
| 1Y | +25.0% | +24.9% | +0.1% | +3.0% |
| All | +25.0% | +21.7% | +3.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling