+2,791.3%
SPXL vs NWSA
+123.2%
+2,668.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | +0.3% |
| 7D | +1.5% | -2.6% | +4.1% | +4.3% |
| 30D | -3.7% | +4.6% | -8.2% | -8.2% |
| 3M | +8.1% | +10.2% | -2.1% | -4.7% |
| 6M | +39.0% | +21.6% | +17.4% | +9.5% |
| YTD | +29.9% | +14.6% | +15.3% | +7.2% |
| 1Y | +46.6% | +0.4% | +46.2% | +38.1% |
| 3Y | +230.5% | +45.0% | +185.5% | +116.1% |
| 5Y | +140.2% | +41.3% | +98.9% | +65.0% |
| 10Y | +1,168.8% | +142.8% | +1,026.0% | +381.7% |
| All | +2,791.3% | +123.2% | +2,668.2% | +1,136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling