+185.4%
SW vs SPXL
+1,099.2%
-913.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.1% | +11.6% | +1.0% |
| 7D | +4.7% | -14.2% | +18.9% | +7.6% |
| 30D | +5.0% | -18.1% | +23.1% | +8.9% |
| 3M | -7.3% | -16.3% | +8.9% | -4.4% |
| 6M | +15.0% | -2.3% | +17.3% | +15.1% |
| YTD | +18.5% | +11.6% | +6.9% | +15.5% |
| 1Y | +27.1% | +12.3% | +14.9% | +23.6% |
| 3Y | +49.3% | +211.6% | -162.3% | +21.0% |
| 5Y | -1.6% | +84.3% | -86.0% | -17.8% |
| All | +185.4% | +1,099.2% | -913.9% | +80.9% |
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