+154.0%
NEM vs SPXL
+132.3%
+21.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -3.3% | -6.0% | +2.7% | -2.1% |
| 30D | +7.8% | -5.8% | +13.6% | +9.1% |
| 3M | +36.3% | +10.9% | +25.4% | +33.5% |
| 6M | +6.6% | +31.9% | -25.4% | +1.4% |
| YTD | +27.1% | +25.8% | +1.4% | +22.0% |
| 1Y | +62.3% | +39.8% | +22.6% | +53.0% |
| 3Y | +245.1% | +219.9% | +25.2% | +180.6% |
| 5Y | +154.0% | +141.1% | +12.9% | +93.4% |
| All | +154.0% | +132.3% | +21.7% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling