+4.2%
ITW vs SPXL
+52.0%
-47.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -9.1% | -0.9% | -8.3% | -9.0% |
| 3M | +8.2% | +2.0% | +6.2% | +7.6% |
| 6M | -4.8% | +33.5% | -38.3% | -10.8% |
| YTD | +11.0% | +32.2% | -21.1% | +3.8% |
| 1Y | +4.2% | +48.9% | -44.6% | -5.5% |
| All | +4.2% | +52.0% | -47.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 1y: compounded portfolio wealth divided by compounded SPXL 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…
1y analysis · Full analysis span regression · 6 months rolling