+2,080.0%
SHW vs SPXL
+7,605.2%
-5,525.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -1.2% | +1.5% | -2.6% | -1.6% |
| 30D | -11.6% | -3.7% | -7.9% | -10.7% |
| 3M | +9.1% | +8.1% | +1.0% | +6.4% |
| 6M | -0.7% | +39.0% | -39.7% | -10.3% |
| YTD | +1.4% | +29.9% | -28.6% | -7.0% |
| 1Y | -12.3% | +46.6% | -58.9% | -22.6% |
| 3Y | +23.4% | +230.5% | -207.1% | -18.0% |
| 5Y | +15.0% | +140.2% | -125.2% | -22.0% |
| 10Y | +278.3% | +1,168.8% | -890.5% | +36.6% |
| All | +2,080.0% | +7,605.2% | -5,525.2% | +278.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling