+2,110.9%
SPXL vs ESI
+207.0%
+1,903.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.0% | -0.1% | +1.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.5% |
| 30D | -8.8% | -6.6% | -2.2% | -4.4% |
| 3M | -7.4% | -9.4% | +2.0% | -1.8% |
| 6M | +1.8% | -24.1% | +25.9% | +20.0% |
| YTD | +23.6% | +37.1% | -13.6% | -7.3% |
| 1Y | +21.7% | +24.5% | -2.8% | -2.3% |
| 3Y | +232.4% | +83.2% | +149.3% | +105.4% |
| 5Y | +110.4% | +44.0% | +66.5% | +62.1% |
| 10Y | +1,140.4% | +332.8% | +807.5% | +441.0% |
| All | +2,110.9% | +207.0% | +1,903.9% | +1,138.8% |
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 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