+48.9%
SPXL vs ESTC
+7.3%
+41.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | -0.6% |
| 7D | +0.1% | -8.1% | +8.2% | +1.1% |
| 30D | -0.9% | +31.7% | -32.6% | -5.1% |
| 3M | +2.0% | +41.1% | -39.0% | -3.3% |
| 6M | +33.5% | +77.1% | -43.5% | +22.3% |
| YTD | +32.2% | +21.7% | +10.5% | +25.8% |
| 1Y | +48.9% | +8.4% | +40.5% | +46.1% |
| All | +48.9% | +7.3% | +41.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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