+1,180.5%
SPXL vs SWK
+2.4%
+1,178.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | -0.9% | -5.7% | +4.8% | +4.6% |
| 3M | +2.0% | +24.1% | -22.0% | -18.2% |
| 6M | +33.5% | +24.7% | +8.8% | +5.0% |
| YTD | +32.2% | +33.9% | -1.8% | -4.7% |
| 1Y | +48.9% | +34.7% | +14.2% | +4.7% |
| 3Y | +222.9% | +15.3% | +207.6% | +141.4% |
| 5Y | +140.7% | -39.3% | +180.0% | +260.8% |
| All | +1,180.5% | +2.4% | +1,178.1% | +1,094.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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