+2,997.0%
SW vs SPXL
+7,736.1%
-4,739.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -5.1% | +0.1% | -5.1% | -5.1% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | +9.4% | +2.0% | +7.4% | +9.1% |
| 6M | +3.5% | +33.5% | -30.0% | +0.1% |
| YTD | +22.0% | +32.2% | -10.1% | +18.1% |
| 1Y | +2.2% | +48.9% | -46.7% | -2.4% |
| 3Y | +19.6% | +222.9% | -203.3% | +5.1% |
| 5Y | -2.3% | +140.7% | -143.0% | -14.3% |
| 10Y | +181.4% | +1,192.7% | -1,011.3% | +116.8% |
| All | +2,997.0% | +7,736.1% | -4,739.1% | +2,187.1% |
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