+30.3%
SPXL vs BBWI
+2.4%
+27.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +4.1% |
| 7D | -2.5% | +8.8% | -11.3% | -4.0% |
| 30D | -4.3% | +34.8% | -39.2% | -9.6% |
| 3M | -4.2% | +12.9% | -17.2% | -6.7% |
| 6M | +15.0% | +29.6% | -14.6% | +8.1% |
| YTD | +28.4% | +20.8% | +7.6% | +22.5% |
| 1Y | +30.3% | +4.1% | +26.2% | +26.9% |
| All | +30.3% | +2.4% | +27.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling