+182.7%
SW vs SPXL
+1,107.9%
-925.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +2.3% | -8.7% | +11.1% | +4.0% |
| 30D | +6.8% | -16.9% | +23.7% | +10.4% |
| 3M | -5.2% | -15.2% | +10.0% | -2.4% |
| 6M | +7.4% | -5.5% | +12.9% | +8.2% |
| YTD | +17.4% | +12.4% | +5.0% | +14.2% |
| 1Y | +27.1% | +16.9% | +10.2% | +22.7% |
| 3Y | +47.9% | +211.8% | -164.0% | +19.8% |
| 5Y | -2.6% | +85.6% | -88.2% | -18.7% |
| All | +182.7% | +1,107.9% | -925.2% | +78.9% |
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