+177.1%
SW vs SPXL
+1,102.8%
-925.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.9% | +7.4% | -10.4% | -4.3% |
| 30D | +5.0% | -7.8% | +12.9% | +6.3% |
| 3M | -13.7% | -11.9% | -1.7% | -11.8% |
| 6M | +8.0% | -1.7% | +9.7% | +7.9% |
| YTD | +14.0% | +20.8% | -6.9% | +9.3% |
| 1Y | +25.6% | +25.0% | +0.6% | +19.7% |
| 3Y | +40.1% | +226.1% | -186.0% | +12.3% |
| 5Y | -2.6% | +101.1% | -103.7% | -20.1% |
| All | +177.1% | +1,102.8% | -925.8% | +72.8% |
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