+8,771.7%
SPXL vs BWA
+669.7%
+8,102.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -3.8% |
| 7D | +0.1% | +5.7% | -5.6% | -5.1% |
| 30D | -0.9% | +1.4% | -2.3% | -2.9% |
| 3M | +2.0% | -12.1% | +14.1% | +13.3% |
| 6M | +33.5% | +28.6% | +5.0% | +2.4% |
| YTD | +32.2% | +51.1% | -18.9% | -18.3% |
| 1Y | +48.9% | +55.9% | -7.0% | -11.8% |
| 3Y | +222.9% | +70.1% | +152.7% | +66.6% |
| 5Y | +140.7% | +90.7% | +50.0% | +12.5% |
| 10Y | +1,192.7% | +154.0% | +1,038.7% | +336.2% |
| All | +8,771.7% | +669.7% | +8,102.0% | +793.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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