+10.5%
SHW vs SPXL
+132.3%
-121.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | -4.5% | -6.0% | +1.5% | -2.8% |
| 30D | -12.7% | -5.8% | -6.9% | -11.2% |
| 3M | +4.7% | +10.9% | -6.2% | +1.4% |
| 6M | -3.4% | +31.9% | -35.3% | -11.4% |
| YTD | -1.3% | +25.8% | -27.1% | -8.5% |
| 1Y | -10.4% | +39.8% | -50.1% | -19.7% |
| 3Y | +20.1% | +219.9% | -199.8% | -19.7% |
| 5Y | +10.5% | +141.1% | -130.6% | -27.0% |
| All | +10.5% | +132.3% | -121.8% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling