+147.8%
SW vs SPXL
+1,186.0%
-1,038.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -5.1% | +0.1% | -5.1% | -5.1% |
| 30D | -4.6% | -0.9% | -3.7% | -4.4% |
| 3M | +9.4% | +2.0% | +7.4% | +8.8% |
| 6M | +3.5% | +33.5% | -30.0% | -2.2% |
| YTD | +22.0% | +32.2% | -10.1% | +15.5% |
| 1Y | +2.2% | +48.9% | -46.7% | -5.5% |
| 3Y | +19.6% | +222.9% | -203.3% | -4.1% |
| 5Y | -2.3% | +140.7% | -143.0% | -21.9% |
| All | +147.8% | +1,186.0% | -1,038.3% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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