+140.2%
SPXL vs ESTC
-47.2%
+187.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -0.1% |
| 7D | +1.5% | -4.3% | +5.8% | +3.2% |
| 30D | -3.7% | +17.7% | -21.4% | -11.6% |
| 3M | +8.1% | +42.3% | -34.2% | -9.2% |
| 6M | +39.0% | +64.6% | -25.5% | +7.7% |
| YTD | +29.9% | +17.2% | +12.7% | +15.1% |
| 1Y | +46.6% | -4.2% | +50.8% | +39.9% |
| 3Y | +230.5% | +13.5% | +217.0% | +157.2% |
| 5Y | +140.2% | -45.5% | +185.7% | +114.2% |
| All | +140.2% | -47.2% | +187.4% | +114.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling