+2,061.3%
SPXL vs ESI
+198.2%
+1,863.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.7% |
| 7D | +7.4% | +5.5% | +1.9% | +3.5% |
| 30D | -7.8% | -7.8% | -0.1% | -2.5% |
| 3M | -11.9% | -15.0% | +3.1% | -2.2% |
| 6M | -1.7% | -24.9% | +23.2% | +16.7% |
| YTD | +20.8% | +33.2% | -12.4% | -7.6% |
| 1Y | +25.0% | +24.9% | +0.1% | 0.0% |
| 3Y | +226.1% | +77.8% | +148.4% | +105.8% |
| 5Y | +101.1% | +37.1% | +64.0% | +60.0% |
| 10Y | +1,112.6% | +320.5% | +792.0% | +439.7% |
| All | +2,061.3% | +198.2% | +1,863.1% | +1,136.0% |
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 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