+1,199.1%
SPXL vs NWSA
+149.4%
+1,049.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | -2.5% | -2.8% | +0.3% | +0.5% |
| 30D | -4.2% | +3.0% | -7.3% | -7.4% |
| 3M | +8.1% | +12.3% | -4.2% | -6.8% |
| 6M | +35.6% | +21.9% | +13.7% | +5.8% |
| YTD | +28.8% | +13.6% | +15.2% | +6.8% |
| 1Y | +39.8% | +0.5% | +39.3% | +31.4% |
| 3Y | +221.4% | +43.8% | +177.6% | +108.3% |
| 5Y | +146.9% | +41.2% | +105.8% | +66.1% |
| All | +1,199.1% | +149.4% | +1,049.7% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling