+15.0%
SW vs SPXL
-1.5%
+16.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.1% | +11.6% | +3.8% |
| 7D | +4.7% | -14.2% | +18.9% | +10.7% |
| 30D | +5.0% | -18.1% | +23.1% | +13.6% |
| 3M | -7.3% | -16.3% | +8.9% | -1.1% |
| 6M | +15.0% | -2.3% | +17.3% | +5.0% |
| All | +15.0% | -1.5% | +16.5% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling