+2,521.4%
PWR vs SPXL
+1,271.9%
+1,249.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.2% |
| 7D | +4.2% | -2.5% | +6.7% | +5.2% |
| 30D | -4.0% | -4.2% | +0.2% | -2.5% |
| 3M | -4.8% | +8.1% | -12.9% | -7.7% |
| 6M | +14.6% | +35.6% | -21.0% | +1.5% |
| YTD | +54.2% | +28.8% | +25.4% | +38.9% |
| 1Y | +67.1% | +39.8% | +27.3% | +45.9% |
| 3Y | +218.5% | +221.4% | -2.9% | +97.0% |
| 5Y | +466.3% | +146.9% | +319.3% | +255.2% |
| All | +2,521.4% | +1,271.9% | +1,249.6% | +547.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling