+8,771.7%
SPXL vs BBWI
+396.8%
+8,374.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -2.9% |
| 7D | +0.1% | +1.5% | -1.5% | -0.9% |
| 30D | -0.9% | -5.2% | +4.3% | +0.9% |
| 3M | +2.0% | +11.1% | -9.1% | -7.0% |
| 6M | +33.5% | -13.4% | +46.9% | +36.9% |
| YTD | +32.2% | +0.1% | +32.1% | +22.0% |
| 1Y | +48.9% | -36.1% | +85.0% | +73.2% |
| 3Y | +222.9% | -44.1% | +266.9% | +269.1% |
| 5Y | +140.7% | -66.2% | +207.0% | +260.4% |
| 10Y | +1,192.7% | -54.8% | +1,247.4% | +1,086.7% |
| All | +8,771.7% | +396.8% | +8,374.9% | +438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling