+20.3%
SHW vs SPXL
+220.2%
-199.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.9% |
| 30D | -11.4% | -5.0% | -6.4% | -10.2% |
| 3M | +3.5% | +7.6% | -4.1% | +1.2% |
| 6M | -3.4% | +33.6% | -37.0% | -11.3% |
| YTD | -0.3% | +28.1% | -28.4% | -7.7% |
| 1Y | -10.4% | +43.6% | -54.1% | -20.0% |
| All | +20.3% | +220.2% | -199.9% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling