+141.1%
SPXL vs BBWI
-69.5%
+210.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.2% |
| 7D | -6.0% | -8.0% | +2.0% | -2.5% |
| 30D | -5.8% | -6.6% | +0.8% | -3.8% |
| 3M | +10.9% | -2.7% | +13.6% | +9.7% |
| 6M | +31.9% | -12.8% | +44.7% | +34.7% |
| YTD | +25.8% | -10.5% | +36.2% | +25.0% |
| 1Y | +39.8% | -35.3% | +75.1% | +59.6% |
| 3Y | +219.9% | -47.7% | +267.6% | +274.0% |
| 5Y | +141.1% | -68.9% | +210.0% | +309.0% |
| All | +141.1% | -69.5% | +210.6% | +309.0% |
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