+47.9%
SW vs SPXL
+212.3%
-164.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.2% |
| 7D | +2.3% | -8.7% | +11.1% | +5.4% |
| 30D | +6.8% | -16.9% | +23.7% | +13.7% |
| 3M | -5.2% | -15.2% | +10.0% | 0.0% |
| 6M | +7.4% | -5.5% | +12.9% | +8.5% |
| YTD | +17.4% | +12.4% | +5.0% | +10.5% |
| 1Y | +27.1% | +16.9% | +10.2% | +17.7% |
| 3Y | +47.9% | +211.8% | -164.0% | +9.7% |
| All | +47.9% | +212.3% | -164.4% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling