+444.6%
SPXL vs ESTC
+24.7%
+419.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.8% |
| 7D | -3.8% | -2.6% | -1.1% | -2.2% |
| 30D | -8.8% | -8.6% | -0.2% | -4.8% |
| 3M | -7.4% | +14.4% | -21.8% | -15.2% |
| 6M | +1.8% | +73.3% | -71.5% | -25.3% |
| YTD | +23.6% | +15.7% | +7.8% | +7.3% |
| 1Y | +21.7% | -7.6% | +29.3% | +17.1% |
| 3Y | +232.4% | +14.6% | +217.8% | +147.4% |
| 5Y | +110.4% | -50.0% | +160.4% | +124.9% |
| All | +444.6% | +24.7% | +419.9% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling