+337.7%
SHW vs SPXL
+1,102.8%
-765.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +1.9% | +7.4% | -5.5% | -0.3% |
| 30D | +8.1% | -7.8% | +15.9% | +10.3% |
| 3M | -2.8% | -11.9% | +9.2% | +0.4% |
| 6M | +15.0% | -1.7% | +16.8% | +14.4% |
| YTD | +9.0% | +20.8% | -11.8% | +1.3% |
| 1Y | +4.5% | +25.0% | -20.5% | -4.1% |
| 3Y | +41.9% | +226.1% | -184.3% | -7.9% |
| 5Y | +10.7% | +101.1% | -90.4% | -22.8% |
| All | +337.7% | +1,102.8% | -765.2% | +32.8% |
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