+554.0%
NEM vs SPXL
+7,356.5%
-6,802.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -3.3% | -6.0% | +2.7% | -2.2% |
| 30D | +7.8% | -5.8% | +13.6% | +9.0% |
| 3M | +36.3% | +10.9% | +25.4% | +33.8% |
| 6M | +6.6% | +31.9% | -25.4% | +1.7% |
| YTD | +27.1% | +25.8% | +1.4% | +22.3% |
| 1Y | +62.3% | +39.8% | +22.6% | +53.3% |
| 3Y | +245.1% | +219.9% | +25.2% | +176.3% |
| 5Y | +154.0% | +141.1% | +12.9% | +102.2% |
| 10Y | +311.0% | +1,223.7% | -912.7% | +111.3% |
| All | +554.0% | +7,356.5% | -6,802.5% | +106.9% |
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