+224.2%
SPXL vs BBWI
-44.3%
+268.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.5% | -0.6% |
| 7D | +1.5% | +1.6% | -0.1% | +0.9% |
| 30D | -3.7% | -6.2% | +2.5% | -2.1% |
| 3M | +8.1% | +4.3% | +3.8% | +4.8% |
| 6M | +39.0% | -7.2% | +46.2% | +38.8% |
| YTD | +29.9% | -3.0% | +33.0% | +26.3% |
| 1Y | +46.6% | -30.8% | +77.4% | +61.9% |
| All | +224.2% | -44.3% | +268.6% | +264.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling