+143.2%
SPXL vs SWK
-38.7%
+181.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | -0.9% | -5.7% | +4.8% | +3.5% |
| 3M | +2.0% | +24.1% | -22.0% | -14.3% |
| 6M | +33.5% | +24.7% | +8.8% | +10.8% |
| YTD | +32.2% | +33.9% | -1.8% | +2.4% |
| 1Y | +48.9% | +34.7% | +14.2% | +13.4% |
| 3Y | +222.9% | +15.3% | +207.6% | +160.4% |
| All | +143.2% | -38.7% | +181.9% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling