+2,953.8%
SW vs SPXL
+7,514.6%
-4,560.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.8% | -0.8% | +3.5% |
| 7D | +12.1% | -2.5% | +14.5% | +12.3% |
| 30D | +6.6% | -4.3% | +10.9% | +7.0% |
| 3M | -6.0% | -4.2% | -1.8% | -5.6% |
| 6M | +21.5% | +15.0% | +6.5% | +19.5% |
| YTD | +20.3% | +28.4% | -8.1% | +16.8% |
| 1Y | +28.1% | +30.3% | -2.2% | +24.1% |
| 3Y | +51.6% | +258.4% | -206.8% | +32.2% |
| 5Y | -0.1% | +114.3% | -114.4% | -11.6% |
| 10Y | +189.7% | +1,338.2% | -1,148.5% | +123.0% |
| All | +2,953.8% | +7,514.6% | -4,560.9% | +2,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling