+2,264.2%
SPXL vs ESI
+224.6%
+2,039.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -3.3% |
| 7D | +0.1% | +3.3% | -3.3% | -2.3% |
| 30D | -0.9% | -5.9% | +5.0% | +3.0% |
| 3M | +2.0% | -14.1% | +16.1% | +11.4% |
| 6M | +33.5% | +6.6% | +26.9% | +22.6% |
| YTD | +32.2% | +45.0% | -12.9% | -4.1% |
| 1Y | +48.9% | +41.5% | +7.4% | +9.7% |
| 3Y | +222.9% | +78.8% | +144.1% | +104.3% |
| 5Y | +140.7% | +70.9% | +69.8% | +66.6% |
| 10Y | +1,192.7% | +317.1% | +875.6% | +461.8% |
| All | +2,264.2% | +224.6% | +2,039.6% | +1,182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling