+39.8%
NFLX vs SPXL
+228.0%
-188.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.5% |
| 7D | -2.0% | +7.4% | -9.4% | -3.9% |
| 30D | -11.9% | -7.8% | -4.1% | -10.4% |
| 3M | -20.6% | -11.9% | -8.6% | -18.3% |
| 6M | -29.0% | -1.7% | -27.3% | -29.7% |
| YTD | -33.7% | +20.8% | -54.5% | -38.8% |
| 1Y | -46.2% | +25.0% | -71.1% | -51.0% |
| 3Y | +39.8% | +226.1% | -186.3% | -15.2% |
| All | +39.8% | +228.0% | -188.2% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling