-74.7%
NKE vs SPXL
+141.8%
-216.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -4.2% | -2.5% | -1.6% | -3.3% |
| 30D | -8.2% | -4.2% | -4.0% | -6.8% |
| 3M | -19.1% | +8.1% | -27.2% | -21.8% |
| 6M | -32.6% | +35.6% | -68.2% | -40.6% |
| YTD | -40.7% | +28.8% | -69.5% | -46.9% |
| 1Y | -48.9% | +39.8% | -88.7% | -55.9% |
| 3Y | -59.2% | +221.4% | -280.6% | -76.3% |
| All | -74.7% | +141.8% | -216.5% | -85.1% |
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