Historical Compounding Return

SWTW | S&P 7xLongSG280616

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Last Price
2.550
+0.05 (+2.00%)
Bid
2.550
Ask
2.560
  • Open
    2.560
  • High
    2.570
  • Low
    2.540
  • Last Intrinsic Close
    2.500
  • Traded Value
    -
  • Volume
    -
Underlying Price
  • SPX
  • 6,878.49
  • 0 (0.00%)
Previous Day Close
6,878.49
Traded Value
Last Update: -
SPX Performance
SWTW vs SPX Cumulative Return
From to
  • SWTW (Left axis)
    -
  • SPX (Right axis)
    -
  • No. of Trading Days
    -
Description: DLC leverage is fixed on a daily basis. Performances are compounded if DLC is held for longer than a day. This tool aims to demonstrate the impact of this compounding effect.

In the chart above, the left-axis represents DLC cumulative performance while the right-axis represents Underlying Asset cumulative performance. The left-axis is meant to be the right-axis multiplied by the times of leverage of the corresponding product.