+103.6%
SPXL vs BBWI
-68.3%
+171.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.3% |
| 7D | +9.6% | -4.5% | +14.1% | +11.8% |
| 30D | -9.8% | +17.1% | -26.9% | -16.2% |
| 3M | -9.1% | +17.5% | -26.5% | -17.0% |
| 6M | +1.1% | +12.8% | -11.7% | -7.8% |
| YTD | +22.3% | +8.2% | +14.2% | +10.7% |
| 1Y | +20.3% | -1.8% | +22.1% | +11.3% |
| 3Y | +229.0% | -25.8% | +254.7% | +218.8% |
| 5Y | +103.6% | -68.0% | +171.6% | +270.2% |
| All | +103.6% | -68.3% | +171.9% | +270.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling