+482.4%
SPXL vs ESTC
+31.2%
+451.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.9% |
| 7D | +0.1% | -8.1% | +8.2% | +3.9% |
| 30D | -0.9% | +31.7% | -32.6% | -15.1% |
| 3M | +2.0% | +41.1% | -39.0% | -16.0% |
| 6M | +33.5% | +77.1% | -43.5% | -4.0% |
| YTD | +32.2% | +21.7% | +10.5% | +12.3% |
| 1Y | +48.9% | +8.4% | +40.5% | +31.1% |
| 3Y | +222.9% | +23.6% | +199.2% | +129.2% |
| 5Y | +140.7% | -46.5% | +187.2% | +147.3% |
| All | +482.4% | +31.2% | +451.2% | +157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling