+233.6%
SPXL vs ESTC
+13.7%
+219.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.8% | +3.9% |
| 7D | -3.8% | -2.6% | -1.1% | -2.8% |
| 30D | -8.8% | -8.6% | -0.2% | -6.3% |
| 3M | -7.4% | +14.4% | -21.8% | -12.0% |
| 6M | +1.8% | +73.3% | -71.5% | -15.6% |
| YTD | +23.6% | +15.7% | +7.8% | +14.9% |
| 1Y | +21.7% | -7.6% | +29.3% | +21.5% |
| All | +233.6% | +13.7% | +219.9% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling