+140.2%
SPXL vs ARWR
+29.5%
+110.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.2% |
| 7D | +1.5% | +2.9% | -1.4% | +0.5% |
| 30D | -3.7% | -2.9% | -0.8% | -2.8% |
| 3M | +8.1% | +15.2% | -7.1% | +1.6% |
| 6M | +39.0% | +42.3% | -3.2% | +20.5% |
| YTD | +29.9% | +28.2% | +1.7% | +15.8% |
| 1Y | +46.6% | +213.2% | -166.6% | -8.9% |
| 3Y | +230.5% | +184.6% | +45.9% | +78.6% |
| 5Y | +140.2% | +29.2% | +110.9% | +62.7% |
| All | +140.2% | +29.5% | +110.6% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling