+1,140.4%
SPXL vs ARWR
+1,021.8%
+118.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.1% | +3.7% |
| 7D | -3.8% | -19.9% | +16.2% | +1.7% |
| 30D | -8.8% | -18.7% | +9.9% | -4.0% |
| 3M | -7.4% | -44.7% | +37.3% | +7.7% |
| 6M | +1.8% | -36.5% | +38.3% | +12.8% |
| YTD | +23.6% | -25.7% | +49.2% | +30.0% |
| 1Y | +21.7% | +18.9% | +2.8% | +10.7% |
| 3Y | +232.4% | +83.1% | +149.3% | +141.2% |
| 5Y | +110.4% | -34.9% | +145.3% | +90.6% |
| 10Y | +1,140.4% | +1,080.9% | +59.5% | +589.1% |
| All | +1,140.4% | +1,021.8% | +118.6% | +589.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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