+27.6%
SWKS vs SPXL
+1,184.2%
-1,156.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.1% |
| 7D | +12.5% | +0.1% | +12.5% | +12.4% |
| 30D | +10.5% | -0.9% | +11.4% | +10.9% |
| 3M | -7.4% | +2.0% | -9.4% | -8.4% |
| 6M | +32.7% | +33.5% | -0.9% | +13.7% |
| YTD | +19.2% | +32.2% | -13.0% | +2.2% |
| 1Y | +2.4% | +48.9% | -46.5% | -17.5% |
| 3Y | -25.6% | +222.9% | -248.5% | -61.0% |
| 5Y | -53.4% | +140.7% | -194.1% | -74.1% |
| All | +27.6% | +1,184.2% | -1,156.7% | -76.2% |
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