+454.2%
SPXL vs ESTC
+19.3%
+434.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.7% | -0.1% |
| 7D | -6.0% | -13.2% | +7.2% | +0.4% |
| 30D | -5.8% | +9.3% | -15.1% | -11.7% |
| 3M | +10.9% | +37.3% | -26.5% | -7.9% |
| 6M | +31.9% | +61.0% | -29.1% | -0.7% |
| YTD | +25.8% | +10.7% | +15.1% | +11.8% |
| 1Y | +39.8% | -7.2% | +46.9% | +33.0% |
| 3Y | +219.9% | +7.2% | +212.7% | +144.7% |
| 5Y | +141.1% | -47.7% | +188.8% | +148.3% |
| All | +454.2% | +19.3% | +434.9% | +156.6% |
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