+7,977.0%
SPXL vs ARWR
+235.0%
+7,742.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -15.3% | +22.3% | +9.7% |
| 7D | -0.9% | -17.3% | +16.5% | +2.2% |
| 30D | -11.4% | -21.5% | +10.1% | -7.8% |
| 3M | -10.8% | -43.8% | +33.0% | -1.8% |
| 6M | -0.3% | -32.3% | +32.0% | +5.5% |
| YTD | +20.3% | -25.8% | +46.1% | +24.7% |
| 1Y | +24.7% | +25.5% | -0.8% | +16.7% |
| 3Y | +238.6% | +84.1% | +154.4% | +179.7% |
| 5Y | +100.0% | -39.2% | +139.2% | +92.7% |
| 10Y | +1,108.4% | +1,072.4% | +36.1% | +644.4% |
| All | +7,977.0% | +235.0% | +7,742.1% | +4,891.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling