+8,771.7%
SPXL vs ARWR
+487.3%
+8,284.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | -0.9% | -0.7% | -0.2% | -0.8% |
| 3M | +2.0% | +14.9% | -12.8% | -1.0% |
| 6M | +33.5% | +32.6% | +0.9% | +26.0% |
| YTD | +32.2% | +30.0% | +2.1% | +24.7% |
| 1Y | +48.9% | +208.4% | -159.5% | +19.0% |
| 3Y | +222.9% | +208.8% | +14.1% | +143.9% |
| 5Y | +140.7% | +27.8% | +112.9% | +105.4% |
| 10Y | +1,192.7% | +1,107.6% | +85.1% | +657.4% |
| All | +8,771.7% | +487.3% | +8,284.3% | +4,889.5% |
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