+1,118.7%
ITW vs SPXL
+7,495.8%
-6,377.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -1.9% | -1.3% | -0.6% | -1.5% |
| 30D | -10.4% | -5.0% | -5.4% | -8.9% |
| 3M | +3.5% | +7.6% | -4.1% | +0.4% |
| 6M | -3.4% | +33.6% | -37.0% | -13.7% |
| YTD | +8.5% | +28.1% | -19.6% | -2.0% |
| 1Y | +3.2% | +43.6% | -40.4% | -11.1% |
| 3Y | +18.9% | +225.8% | -206.9% | -27.9% |
| 5Y | +35.0% | +140.1% | -105.0% | -16.8% |
| 10Y | +188.6% | +1,248.4% | -1,059.8% | -22.7% |
| All | +1,118.7% | +7,495.8% | -6,377.2% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling