+244.8%
NEE vs SPXL
+1,271.9%
-1,027.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.7% |
| 7D | -1.3% | -2.5% | +1.2% | -0.8% |
| 30D | -3.3% | -4.2% | +0.9% | -2.5% |
| 3M | -2.3% | +8.1% | -10.4% | -4.3% |
| 6M | -8.9% | +35.6% | -44.5% | -15.6% |
| YTD | +4.8% | +28.8% | -24.0% | -2.2% |
| 1Y | +18.7% | +39.8% | -21.1% | +8.5% |
| 3Y | +33.2% | +221.4% | -188.1% | -4.8% |
| 5Y | +10.9% | +146.9% | -136.1% | -21.0% |
| All | +244.8% | +1,271.9% | -1,027.0% | +55.8% |
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