+1,248.4%
SPXL vs ARWR
+978.7%
+269.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.6% |
| 7D | -1.3% | -3.2% | +1.9% | -0.4% |
| 30D | -5.0% | -6.5% | +1.5% | -3.4% |
| 3M | +7.6% | +12.7% | -5.1% | +3.2% |
| 6M | +33.6% | +36.2% | -2.6% | +21.4% |
| YTD | +28.1% | +24.5% | +3.6% | +18.5% |
| 1Y | +43.6% | +198.0% | -154.3% | +2.8% |
| 3Y | +225.8% | +176.4% | +49.5% | +115.3% |
| 5Y | +140.1% | +26.6% | +113.5% | +85.2% |
| 10Y | +1,248.4% | +1,054.1% | +194.3% | +597.5% |
| All | +1,248.4% | +978.7% | +269.7% | +597.5% |
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