+226.1%
SPXL vs SWK
+50.7%
+175.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +7.4% | -1.4% | +8.8% | +8.4% |
| 30D | -7.8% | +25.5% | -33.3% | -20.6% |
| 3M | -11.9% | +11.8% | -23.7% | -18.5% |
| 6M | -1.7% | +48.7% | -50.4% | -24.9% |
| YTD | +20.8% | +57.2% | -36.4% | -12.5% |
| 1Y | +25.0% | +75.3% | -50.3% | -16.3% |
| 3Y | +226.1% | +51.9% | +174.2% | +122.7% |
| All | +226.1% | +50.7% | +175.4% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling